Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648)
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scientific article; zbMATH DE number 5365543
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| English | Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs |
scientific article; zbMATH DE number 5365543 |
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Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (English)
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13 November 2008
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portfolio optimization
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transaction cost
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quasivariational inequality
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impulsive control
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0.913436233997345
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0.9080572724342346
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0.8977307677268982
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0.8844954371452332
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0.8762714862823486
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