Investment opportunities, uncertain implicit transaction costs and maximum downside risk in dynamic stochastic financial optimization
Year of publication: |
2018
|
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Authors: | Mushori, Sabastine ; Chikobvu, Delson |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 8.2018, 4, p. 256-264
|
Subject: | Investment Opportunities | Downside Risk | Uncertain Implicit Transaction Costs | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process |
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