Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675)

From MaRDI portal
scientific article; zbMATH DE number 2096905
Language Label Description Also known as
English
Intertemporal portfolio optimization with small transaction costs and stochastic variance
scientific article; zbMATH DE number 2096905

    Statements

    Intertemporal portfolio optimization with small transaction costs and stochastic variance (English)
    0 references
    0 references
    0 references
    6 September 2004
    0 references
    0 references
    0 references
    0 references