Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360)
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scientific article; zbMATH DE number 5011523
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| English | Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs |
scientific article; zbMATH DE number 5011523 |
Statements
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (English)
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10 March 2006
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no-arbitrage
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optimal consumption
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portfolio selection
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transaction costs
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bid-ask spreads
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0.8071484565734863
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0.7985526323318481
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