scientific article; zbMATH DE number 1936770

zbMATH Open1025.93037MaRDI QIDQ4406640

Ralf Korn

Publication date: 25 June 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

mean-variance approachBlack-Scholes settingone-period settingoptimal investment under transaction costs

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80)

Related Items (3)

Mathematical modeling of investments in an imperfect capital market ⋮ An optimal investment and consumption model with stochastic returns ⋮ Title not available (Why is that?)

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