Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701)
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scientific article; zbMATH DE number 7067528
Language | Label | Description | Also known as |
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English | Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints |
scientific article; zbMATH DE number 7067528 |
Statements
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (English)
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18 June 2019
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dynamic trading strategies
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passive portfolio management
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quasi-variational inequalities
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solvency constraints
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transaction costs
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viscosity solutions
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