Investment opportunities, uncertain implicit transaction costs and maximum downside risk in dynamic stochastic financial optimization
Sabastine Mushori, Delson Chikobvu
| Year of publication: |
2018
|
|---|---|
| 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 | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Risiko | Risk | Stochastischer Prozess | Stochastic process | Kapitalanlage | Financial investment | Entscheidung unter Unsicherheit | Decision under uncertainty |
freely available
| 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/10011979576