OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508)
From MaRDI portal
scientific article; zbMATH DE number 5045436
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS |
scientific article; zbMATH DE number 5045436 |
Statements
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (English)
0 references
14 August 2006
0 references
optimal investment
0 references
stochastic differential equations
0 references
transaction costs
0 references
0 references
0 references
0 references