Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs |
scientific article; zbMATH DE number 5011523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs |
scientific article; zbMATH DE number 5011523 |
Statements
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (English)
0 references
10 March 2006
0 references
no-arbitrage
0 references
optimal consumption
0 references
portfolio selection
0 references
transaction costs
0 references
bid-ask spreads
0 references
0 references
0 references
0 references
