Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II

DOI10.1155/2007/40149zbMath1145.91022OpenAlexW2026065684MaRDI QIDQ2478408

Mou-Hsiung Chang

Publication date: 28 March 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54514

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

Optimal portfolio selection under concave price impact ⋮ Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. ⋮ Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II

Cites Work

• Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II
• Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
• Dynamic programming in stochastic control of systems with delay
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