Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360): Difference between revisions
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Revision as of 02:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs |
scientific article |
Statements
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (English)
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10 March 2006
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no-arbitrage
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optimal consumption
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portfolio selection
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transaction costs
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bid-ask spreads
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