Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831)
From MaRDI portal
scientific article; zbMATH DE number 7438175
Language | Label | Description | Also known as |
---|---|---|---|
English | Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios |
scientific article; zbMATH DE number 7438175 |
Statements
Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (English)
0 references
2 December 2021
0 references
utility maximization
0 references
proportional transaction costs
0 references
shadow price process
0 references
0 references
0 references