scientific article
From MaRDI portal
Publication:2772021
zbMath0989.91044MaRDI QIDQ2772021
Roman V. Bobryk, Łukasz Stettner
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (5)
Discrete‐time risk sensitive portfolio optimization with proportional transaction costs ⋮ Construction of discrete time shadow price ⋮ Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis ⋮ Growth Optimal Investment with Transaction Costs ⋮ Markov decision processes with quasi-hyperbolic discounting
This page was built for publication:
