On an investment-consumption model with transaction costs : an asymptotic analysis
Year of publication: |
1997
|
---|---|
Authors: | Atkinson, Colin |
Other Persons: | Ali, B. al- (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 2, p. 109-133
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
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