Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs |
scientific article |
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Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (English)
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16 June 2010
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quantitative finance
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trading strategies
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transaction costs
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hedging with utility based preferences
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stochastic control
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