Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Portfolio optimisation with strictly positive transaction costs and impulse control / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Impulse Control When Control Actions Have Random Consequences / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Portfolio Selection with Transaction Costs / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Impulse Control of Brownian Motion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Impulse Control Method and Exchange Rate / rank | |||
Normal rank | |||
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)
0 references
28 December 1998
0 references
impulse control
0 references
cash management
0 references
