Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis for target asset portfolio allocation with small transaction costs |
scientific article |
Statements
Asymptotic analysis for target asset portfolio allocation with small transaction costs (English)
0 references
5 January 2016
0 references
target asset portfolio allocation
0 references
tracking error
0 references
proportional transaction costs
0 references
Magnus expansion
0 references
asymptotic analysis
0 references
