Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Year of publication: |
2011
|
---|---|
Authors: | Zhang, Wei-guo ; Zhang, Xili ; Chen, Yunxia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 353-360
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Glaubwürdigkeit | Credibility |
-
Self-regulation and trust under endogenous transaction costs
Sacco, Pier Luigi, (1997)
-
Reconsidering the independence of the European Central Bank
Richter, Rudolf, (2017)
-
Shoe-leather costs of inflation and policy credibility
Pakko, Michael Robert, (1998)
- More ...
-
Zhang, Wei-Guo, (2011)
-
Zhang, Wei-Guo, (2011)
-
Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm
Xiao, Wei-Lin, (2012)
- More ...