Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II (Q2478408): Difference between revisions
From MaRDI portal
Latest revision as of 19:23, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II |
scientific article |
Statements
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II (English)
0 references
28 March 2008
0 references
The author considers an infinite time horizon hereditary portfolio optimization problem and, in this second part of the paper, the present the verification theorem for the optimal strategy. For Part I, cf. [ibid. 2007, Article ID 82753, 33 p. (2007; Zbl 1145.91021)].
0 references
0 references
