Optimal Investment with Transaction Costs and Stochastic Volatility Part I : Infinite Horizon
Year of publication: |
2015
|
---|---|
Authors: | Bichuch, Maxim |
Other Persons: | Sircar, Ronnie (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2374150 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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