Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357)
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scientific article; zbMATH DE number 5573567
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| English | Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory |
scientific article; zbMATH DE number 5573567 |
Statements
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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0.8914463520050049
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0.8640446662902832
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0.8640446662902832
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0.8421269059181213
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