Optimal portfolio revision with a proportional transaction cost
Jules H. Kamin
| Year of publication: |
1975
|
|---|---|
| Authors: | Kamin, Jules H. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 21.1975, 11, p. 1263-1271
|
| Subject: | Kapitalanlage | Investitionsrisiko |
| Type of publication: | Article |
|---|---|
| Notes: | mit bibliogr. Angaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002208403