Optimal portfolio selection under vanishing fixed transaction costs (Q5233203)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolio selection under vanishing fixed transaction costs |
scientific article; zbMATH DE number 7105432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection under vanishing fixed transaction costs |
scientific article; zbMATH DE number 7105432 |
Statements
Optimal portfolio selection under vanishing fixed transaction costs (English)
0 references
16 September 2019
0 references
impulse control
0 references
Hunt processes
0 references
threshold rule
0 references
excessive function
0 references
0 references
0 references
0 references
0 references
