UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS

DOI10.1111/J.0960-1627.2005.00223.XzbMATH Open1153.91517OpenAlexW2071784850MaRDI QIDQ3370592FDOQ3370592

G. Iyengar

Publication date: 8 February 2006

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00223.x

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Universal portfolios with side information
• Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility.
• On an Investment-Consumption Model with Transaction Costs
• Growth optimal investment in horse race markets with costs

Cited In (3)

• Von Neumann–Gale model, market frictions and capital growth
• PORTFOLIO SELECTION AND ONLINE LEARNING
• Online portfolio selection

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