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Growth-optimal portfolios under transaction costs - MaRDI portal

Growth-optimal portfolios under transaction costs (Q3498795)

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scientific article
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English
Growth-optimal portfolios under transaction costs
scientific article

    Statements

    title
    Growth-optimal portfolios under transaction costs (English)
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    author
    Jan Palczewski
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    Łukasz Stettner
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    publication date
    16 May 2008
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    zbMATH Keywords
    portfolio optimization
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    transaction costs
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    growth rate
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    logarithmic utility
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    impulsive strategy
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60F15
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    91A05
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    zbMATH DE Number
    5276283
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    OpenAlex ID
    W1979523357
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    Wikidata QID
    Q59903905
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    arXiv ID
    0707.3198
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    DOI
    10.4064/AM35-1-1
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