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A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees - MaRDI portal

A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees (Q4711562)

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scientific article; zbMATH DE number 2711
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A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
scientific article; zbMATH DE number 2711

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    A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees (English)
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    25 June 1992
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