Multivariate utility maximization with proportional transaction costs (Q483930)
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scientific article; zbMATH DE number 6381425
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate utility maximization with proportional transaction costs |
scientific article; zbMATH DE number 6381425 |
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Multivariate utility maximization with proportional transaction costs (English)
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17 December 2014
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transaction costs
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foreign exchange market
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multivariate utility function
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asymptotic satiability
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optimal portfolio
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duality theory
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Lagrange duality
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0.866213858127594
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0.8595231175422668
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0.8533270955085754
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0.850161612033844
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0.8363423943519592
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