Fixed trading costs, signal processing and stochastic portfolio networks
Year of publication: |
2007
|
---|---|
Authors: | Jones, C. Kenneth |
Published in: |
European Journal of Industrial Engineering. - Inderscience Enterprises Ltd. - Vol. 1.2007, 1, p. 5-21
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | integer programming | investment analysis | digital portfolio theory | DPT | stochastic generalised portfolio networks | digital signal processing | DSP | industrial engineering | fixed trading costs | fixed transaction costs | fixed commission costs | brokerage fees | portfolio selection | decision support |
-
Fixed trading costs, signal processing and stochastic portfolio networks
Jones, C. Kenneth, (2007)
-
Asymptotics for fixed transaction costs
Altarovici, Albert Michael, (2015)
-
Shortfall risk minimization under fixed transaction costs
Nayman, Niv, (2018)
- More ...
-
Fixed trading costs, signal processing and stochastic portfolio networks
Jones, C. Kenneth, (2007)
-
A network model for foreign exchange arbitrage, hedging and speculation
Jones, C. Kenneth, (2001)
-
Fixed trading costs, signal processing and stochastic portfolio networks
Jones, C. Kenneth, (2007)
- More ...