Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (Q703140)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. |
scientific article; zbMATH DE number 2125810
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. |
scientific article; zbMATH DE number 2125810 |
Statements
Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (English)
0 references
11 January 2005
0 references
0.8589072823524475
0 references
0.7894681096076965
0 references
0.784529983997345
0 references
0.778763473033905
0 references
0.7747302055358887
0 references
