OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508)
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scientific article; zbMATH DE number 5045436
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| English | OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS |
scientific article; zbMATH DE number 5045436 |
Statements
OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (English)
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14 August 2006
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optimal investment
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stochastic differential equations
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transaction costs
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0.8570619821548462
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0.8549498319625854
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0.8549498319625854
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0.8466776609420776
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0.8438035249710083
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