Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117): Difference between revisions
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: Portfolio optimisation with strictly positive transaction costs and impulse control / rank | |||
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| Property / cites work: Optimal Impulse Control When Control Actions Have Random Consequences / rank | |||
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| Property / cites work: Portfolio Selection with Transaction Costs / rank | |||
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Latest revision as of 15:58, 28 May 2024
scientific article; zbMATH DE number 1213269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Index Tracking Under Transaction Costs and Impulse Control |
scientific article; zbMATH DE number 1213269 |
Statements
Optimal Index Tracking Under Transaction Costs and Impulse Control (English)
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28 December 1998
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impulse control
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cash management
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