Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs |
scientific article |
Statements
Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (English)
0 references
16 June 2010
0 references
quantitative finance
0 references
trading strategies
0 references
transaction costs
0 references
hedging with utility based preferences
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references
