PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241): Difference between revisions
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Property / DOI: 10.1111/j.1467-9965.1995.tb00072.x / rank | |||
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Property / author: Colin Atkinson / rank | |||
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Property / author: Colin Atkinson / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00072.x / rank | |||
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Property / OpenAlex ID: W2078160823 / rank | |||
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Property / cites work: Transactions costs and portfolio choice in a discrete-continuous-time setting / rank | |||
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Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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Property / cites work: OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS / rank | |||
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Property / cites work: Q3895818 / rank | |||
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Property / cites work: Q4096019 / rank | |||
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Property / DOI: 10.1111/J.1467-9965.1995.TB00072.X / rank | |||
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Latest revision as of 17:57, 20 December 2024
scientific article
Language | Label | Description | Also known as |
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English | PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL |
scientific article |
Statements
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (English)
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23 March 1997
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free-boundary problem
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optimal management of a portfolio
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perturbation analysis
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