Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (Q703140): Difference between revisions
From MaRDI portal
Set profile property. |
Normalize DOI. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s001860400359 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s001860400359 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2021837367 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S001860400359 / rank | |||
Normal rank | |||
Latest revision as of 01:10, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. |
scientific article |
Statements
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (English)
0 references
11 January 2005
0 references
