On optimal terminal wealth under transaction costs
Year of publication: |
2001
|
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Authors: | Cvitanić, Jakša ; Wang, Hui |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 35.2001, 2, p. 223-231
|
Subject: | Portfolio-Management | Portfolio selection | Eigeninteresse | Self-interest | Transaktionskosten | Transaction costs | Theorie | Theory |
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