Portfolio selection with transaction costs and jump-diffusion asset dynamics II : economic implications
Michal Czerwonko, Stylianos Perrakis
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Czerwonko, Michal ; Perrakis, Stylianos |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 6.2016, 4, p. 1-28
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| Subject: | Transaction costs | portfolio selection | jump diffusion | asset allocation | finite horizon | Portfolio-Management | Portfolio selection | Transaktionskosten | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139216500191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011585413