Perturbation solution of optimal portfolio theory with transaction costs for any utility function (Q4814181): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:31, 5 March 2024
scientific article; zbMATH DE number 2097844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation solution of optimal portfolio theory with transaction costs for any utility function |
scientific article; zbMATH DE number 2097844 |
Statements
Perturbation solution of optimal portfolio theory with transaction costs for any utility function (English)
0 references
7 September 2004
0 references
Portfolio
0 references
transaction cost
0 references
general utility function
0 references
