Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (Q4796603): Difference between revisions
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Revision as of 11:07, 11 February 2024
scientific article; zbMATH DE number 1876949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs |
scientific article; zbMATH DE number 1876949 |
Statements
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs (English)
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2002
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portfolio choice
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intertemporal substitution
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transaction cost
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stochastic control
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dynamic programming
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