Efficient portfolios in financial markets with proportional transaction costs (Q2392017)
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scientific article; zbMATH DE number 6195405
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| English | Efficient portfolios in financial markets with proportional transaction costs |
scientific article; zbMATH DE number 6195405 |
Statements
Efficient portfolios in financial markets with proportional transaction costs (English)
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6 August 2013
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efficient portfolios
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cyclic anticomonotonicity
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utility maximization
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proportional transaction costs
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duality
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utility price
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0.8224204778671265
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0.8063350319862366
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0.8004587888717651
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0.7923856377601624
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0.7860579490661621
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