Portfolio management with transaction costs
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Publication:3128395
DOI10.1098/rspa.1997.0030zbMath0873.90007MaRDI QIDQ3128395
Colin Atkinson, Stanley R. Pliska, Paul Wilmott
Publication date: 16 April 1997
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.1997.0030
91G10: Portfolio theory
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