Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II (Q2478408): Difference between revisions
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| English | Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II |
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Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II (English)
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28 March 2008
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The author considers an infinite time horizon hereditary portfolio optimization problem and, in this second part of the paper, the present the verification theorem for the optimal strategy. For Part I, cf. [ibid. 2007, Article ID 82753, 33 p. (2007; Zbl 1145.91021)].
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