On Implementing the Multi – Period MPT with Transaction Costs
| Year of publication: |
2023
|
|---|---|
| Authors: | Fadele, Aderemi |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Theorie | Theory | Transaktionskosten | Transaction costs |
| Description of contents: |
This paper aims to reduce the dimensionality of data requirements in implementing the multi - period MPT with transaction costs
|
freely available
| Extent: | 1 Online-Ressource (2 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2023 erstellt |
| Other identifiers: | 10.2139/ssrn.4306990 [DOI] |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014264065