Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357): Difference between revisions
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Revision as of 21:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory |
scientific article |
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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (English)
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1 July 2009
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dynamic portfolio selection
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fixed and proportional transaction costs
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buy/no transaction interface
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sell/no transaction interface
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buy and sell targets
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