Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210)
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scientific article; zbMATH DE number 5789615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs |
scientific article; zbMATH DE number 5789615 |
Statements
Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (English)
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21 September 2010
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portfolio optimization
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transaction costs
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dynamic programming
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utility maximization
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