Efficient portfolios in financial markets with proportional transaction costs (Q2392017): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q193732 |
Changed an Item |
||
| Property / author | |||
| Property / author: Elyès Jouini / rank | |||
Normal rank | |||
Revision as of 16:36, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient portfolios in financial markets with proportional transaction costs |
scientific article |
Statements
Efficient portfolios in financial markets with proportional transaction costs (English)
0 references
6 August 2013
0 references
efficient portfolios
0 references
cyclic anticomonotonicity
0 references
utility maximization
0 references
proportional transaction costs
0 references
duality
0 references
utility price
0 references
