Efficient Trading Strategies with Transaction Costs
Year of publication: |
2007-10-04
|
---|---|
Authors: | Jouini, Elyès ; Porte, Vincent |
Institutions: | HAL |
Subject: | cyclic anticomonotonicity | utility maximization | transaction |
-
Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano, (2013)
-
Efficient trading strategies in financial markets with proportional transaction costs
Campi, Luciano, (2011)
-
Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano, (2013)
- More ...
-
Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano, (2013)
-
Efficient trading strategies in financial markets with proportional transaction costs
Campi, Luciano, (2011)
-
Jouini, Elyès, (2007)
- More ...