Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050034 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2012524049 / rank | |||
Normal rank | |||
Latest revision as of 18:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimisation with strictly positive transaction costs and impulse control |
scientific article |
Statements
Portfolio optimisation with strictly positive transaction costs and impulse control (English)
0 references
19 August 1998
0 references
portfolio optimization
0 references
transaction costs
0 references
impulse control
0 references
asymptotic analysis
0 references
