The portfolio problem under the variable rate of transaction costs

zbMATH Open1162.91014MaRDI QIDQ3523640FDOQ3523640

Authors: ChunFang Yang, Peibiao Zhao 

Publication date: 5 September 2008

Full work available at URL: http://pphmj.com/abstract/3145.htm

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zbMATH Keywords

portfoliojump modelrate of transaction costs

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (1)

• Random credibilitic portfolio selection problem with different convex transaction costs

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