Multivariate utility maximization with proportional transaction costs (Q483930): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2124754312 / rank | |||
Normal rank | |||
Revision as of 21:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate utility maximization with proportional transaction costs |
scientific article |
Statements
Multivariate utility maximization with proportional transaction costs (English)
0 references
17 December 2014
0 references
transaction costs
0 references
foreign exchange market
0 references
multivariate utility function
0 references
asymptotic satiability
0 references
optimal portfolio
0 references
duality theory
0 references
Lagrange duality
0 references
