Optimal portfolio policies under fixed and proportional transaction costs
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Publication:5480002
DOI10.1239/aap/1151337074zbMath1125.60005OpenAlexW1573534122MaRDI QIDQ5480002
Publication date: 25 July 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1151337074
Directional data; spatial statistics (62H11) Geometric probability and stochastic geometry (60D05) Biomedical imaging and signal processing (92C55) Radon transform (44A12) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (6)
Representation of Radon shape diffusions via hyperspherical Brownian motion ⋮ Optimal portfolio policies under fixed and proportional transaction costs ⋮ On the induced distribution of the shape of the projection of a randomly rotated configuration ⋮ Sparse approximations of protein structure from noisy random projections ⋮ Some challenges for statistics ⋮ On random tomography with unobservable projection angles
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