Growth-optimal portfolios under transaction costs (Q3498795)
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scientific article; zbMATH DE number 5276283
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Growth-optimal portfolios under transaction costs |
scientific article; zbMATH DE number 5276283 |
Statements
Growth-optimal portfolios under transaction costs (English)
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16 May 2008
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portfolio optimization
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transaction costs
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growth rate
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logarithmic utility
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impulsive strategy
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0.9229857325553894
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0.8715726733207703
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0.8709911704063416
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0.8629903197288513
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0.8626137375831604
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