Almost surely optimal portfolios under proportional transaction costs (Q4976506)
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scientific article; zbMATH DE number 6754927
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| default for all languages | No label defined |
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| English | Almost surely optimal portfolios under proportional transaction costs |
scientific article; zbMATH DE number 6754927 |
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Almost Surely Optimal Portfolios Under Proportional Transaction Costs (English)
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31 July 2017
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portfolio optimization
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proportional transactions costs
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shadow prices
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0.8264560699462891
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0.8247774243354797
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0.8220027089118958
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0.8194355964660645
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0.8131310939788818
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