Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Hiroshi Konno and Annista Wijayanayake
| Year of publication: |
2001
|
|---|---|
| Authors: | Konno, Hiroshi ; Wijayanayake, Annista |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 6, p. 939-957
|
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Aktienindex | Stock index | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001632658