Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501): 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/10.21314/jcf.2010.221 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124656020 / rank | |||
Normal rank | |||
Latest revision as of 11:27, 30 July 2024
scientific article; zbMATH DE number 6287655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty methods for continuous-time portfolio selection with proportional transaction costs |
scientific article; zbMATH DE number 6287655 |
Statements
Penalty methods for continuous-time portfolio selection with proportional transaction costs (English)
0 references
23 April 2014
0 references
