Long time growth optimal portfolio with transaction costs (Q3400720)
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scientific article; zbMATH DE number 5666924
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| English | Long time growth optimal portfolio with transaction costs |
scientific article; zbMATH DE number 5666924 |
Statements
5 February 2010
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growth of portfolio
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transaction costs
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Markov process
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Bellman equation
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long term portfolio selection
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0.8743034601211548
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0.8715726733207703
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0.8597763776779175
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0.8477919697761536
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0.8423281311988831
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