Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209)
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scientific article; zbMATH DE number 6856762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis |
scientific article; zbMATH DE number 6856762 |
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Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (English)
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6 April 2018
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portfolio optimization
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discrete time
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transaction costs
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power utility function
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perturbation analysis
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