Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (Q4796603): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1970538791 / rank | |||
Normal rank | |||
Latest revision as of 21:50, 19 March 2024
scientific article; zbMATH DE number 1876949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs |
scientific article; zbMATH DE number 1876949 |
Statements
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (English)
0 references
2002
0 references
portfolio choice
0 references
intertemporal substitution
0 references
transaction cost
0 references
stochastic control
0 references
dynamic programming
0 references
