An exact solution [dynamic] to the portfolio choice problem under transactions costs
Bernard Dumas ; Elisa Luciano
| Year of publication: |
1990
|
|---|---|
| Authors: | Dumas, Bernard ; Luciano, Elisa |
| Publisher: |
Paris : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
| Extent: | 25 S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / Centre HEC-ISA. - Jouy-en-Josas, ZDB-ID 2394817-6. - Vol. 350 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 2-85418-350-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000789448