Optimal investment strategy with dividend paying and proportional transaction costs
Year of publication: |
March 2018
|
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Authors: | Nkeki, Charles I. |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 1, p. 1-17
|
Subject: | Optimal investment | dividend | proportional transaction costs | mean-variance | Lagrangian multiplier | efficient frontier | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Dividende | Dividend |
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