Periodic portfolio revision with transaction costs (Q2354016): Difference between revisions

@@ Property / DOI @@
-.1007/s00186-015-0500-6
@@ Property / DOI: 10.1007/s00186-015-0500-6 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-015-0500-6
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+W2132475165
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@@ Property / cites work @@
+PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
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+Tempered Infinitely Divisible Distributions and Processes
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+The Pricing of Options and Corporate Liabilities
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+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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+Portfolio Selection with Transaction Costs
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+The t Copula and Related Copulas
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+Investment Strategies under Transaction Costs: The Finite Horizon Case
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+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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@@ Property / DOI @@
+.1007/S00186-015-0500-6
@@ Property / DOI: 10.1007/S00186-015-0500-6 / rank @@
+Normal rank