The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044)

From MaRDI portal
Revision as of 06:19, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
The dual optimizer for the growth-optimal portfolio under transaction costs
scientific article

    Statements

    title
    The dual optimizer for the growth-optimal portfolio under transaction costs (English)
    0 references
    author
    Stefan Gerhold
    0 references
    Johannes Muhle-Karbe
    0 references
    Walter Schachermayer
    0 references
    publication date
    2 April 2013
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    60H10
    0 references
    60H30
    0 references
    zbMATH DE Number
    6149292
    0 references
    zbMATH Keywords
    transaction costs
    0 references
    growth-optimal portfolio
    0 references
    shadow price
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1945044&oldid=26610105"
    Powered by MediaWiki