Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.

DOI10.1155/2007/82753zbMath1145.91021OpenAlexW4230113800MaRDI QIDQ2478407

Mou-Hsiung Chang

Publication date: 28 March 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54513

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Portfolio Selection with Transaction Costs

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