The portfolio problem under the variable rate of transaction costs (Q3523640)
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scientific article; zbMATH DE number 5321459
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The portfolio problem under the variable rate of transaction costs |
scientific article; zbMATH DE number 5321459 |
Statements
5 September 2008
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portfolio
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rate of transaction costs
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jump model
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0.8124125599861145
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0.805877685546875
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0.8022281527519226
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0.7995252013206482
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0.7992045283317566
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