Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201)
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scientific article; zbMATH DE number 6786535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs |
scientific article; zbMATH DE number 6786535 |
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Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (English)
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5 October 2017
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discrete time
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portfolio optimization
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transaction costs
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dynamic programming
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perturbation analysis
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