Penalty methods for continuous-time portfolio selection with proportional transaction costs
Min Dai; Yifei Zhong
| Year of publication: |
2010
|
|---|---|
| Authors: | Dai, Min ; Zhong, Yifei |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 3, p. 1-31
|
| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003971911