The preferability of investment through a mutual fund

DOI10.1016/0022-0531(76)90019-3MaRDI QIDQ1239675zbMATH OpenOpenAlexFDO

Authors Michael J. P. Magill

Publication date 1976

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0531(76)90019-3

Mathematics Subject Classification ID

Decision theory (91B06)

Cites work

• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• Optimum consumption and portfolio rules in a continuous-time model
• Portfolio selection with transactions costs

Cited in

(10)

• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem
• Portfolio selection with transactions costs
• Some new results on the local stability of the process of capital accumulation
• Leverage management in a bull-bear switching market
• OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
• HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH¹²
• A Stochastic Approximation Approach for Trend-Following Trading
• Penalty method for portfolio selection with capital gains tax
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets
• Asymptotic analysis for target asset portfolio allocation with small transaction costs

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