Risk-sensitive portfolio optimization with transaction costs
Tomasz R. Bielecki ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Chancelier, Jean-Philippe ; Pliska, Stanley R. ; Sulem, Agnès |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 8.2004, 1, p. 39-63
|
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
| 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/10002390572