OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508)
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scientific article; zbMATH DE number 5045436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS |
scientific article; zbMATH DE number 5045436 |
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OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (English)
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14 August 2006
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optimal investment
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stochastic differential equations
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transaction costs
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