Multi-asset portfolio optimization with transaction cost
Year of publication: |
2004
|
---|---|
Authors: | Atkinson, C. ; Mokkhavesa, S. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 2, p. 95-124
|
Saved in:
Saved in favorites
Similar items by person
-
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin, (2004)
-
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin, (2003)
-
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, C., (2003)
- More ...