Delivering left-skewed portfolio payoff distributions in the presence of transaction costs
Year of publication: |
2015
|
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Authors: | Krawczyk, Jacek B. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 3.2015, 3, p. 318-337
|
Subject: | portfolio management | payoff distributions | pension funds | transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Pensionskasse | Pension fund |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks3030318 [DOI] hdl:10419/167859 [Handle] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; J32 - Nonwage Labor Costs and Benefits; Private Pensions |
Source: | ECONIS - Online Catalogue of the ZBW |
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