Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831)
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scientific article; zbMATH DE number 7438175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios |
scientific article; zbMATH DE number 7438175 |
Statements
Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (English)
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2 December 2021
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utility maximization
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proportional transaction costs
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shadow price process
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