Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies (Q3068621): Difference between revisions
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Latest revision as of 09:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies |
scientific article |
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Balancing Small Transaction Costs with Loss of Optimal Allocation in Dynamic Stock Trading Strategies (English)
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17 January 2011
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transaction costs
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general utility function
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asymptotics
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cost minimization
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oblique boundary conditions
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portfolio optimization
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