Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:17, 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)
0 references
10 March 2006
0 references
no-arbitrage
0 references
optimal consumption
0 references
portfolio selection
0 references
transaction costs
0 references
bid-ask spreads
0 references
