Portfolio Optimization in the Financial Market with Regime Switching Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending
Year of publication: |
2014
|
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Authors: | Dombrovskii, Vladimir |
Other Persons: | Obedko, Tatyana (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2504962 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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