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~isPartOf:"Finance and stochastics"
~person:"Korn, Ralf"
~person:"Uppal, Raman"
~subject:"Portfolio selection"
~subject:"Unternehmenserfolg"
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Korn, Ralf
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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