Portfolio optimisation with strictly positive transaction costs and impulse control
type: Item
instance of: scholarly article
title: Portfolio optimisation with strictly positive transaction costs and impulse control
zbMATH Open document ID: 0894.90021
author: Ralf Korn
published in: Finance and Stochastics
publication date: 1998-08-19T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1129424
zbMATH Keywords: portfolio optimization
zbMATH Keywords: transaction costs
zbMATH Keywords: impulse control
zbMATH Keywords: asymptotic analysis
MaRDI profile type: Publication
full work available at URL: s007800050034
OpenAlex ID: W2012524049
DOI: 10.1007/S007800050034
description: scientific article; zbMATH DE number 1129424