Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Thamayanthi Chellathurai, Thangaraj Draviam
| Year of publication: |
2007
|
|---|---|
| Authors: | Chellathurai, Thamayanthi ; Draviam, Thangaraj |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 7, p. 2168-2195
|
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Kontrolltheorie | Control theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003485001