Optimal Portfolio Revision with a Proportional Transaction Cost
type: Item
instance of: scholarly article
title: Optimal Portfolio Revision with a Proportional Transaction Cost
zbMATH Open document ID: 0314.90007
author: Jules H. Kamin
published in: Management Science
publication date: 1975-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 3492388
MaRDI profile type: Publication
full work available at URL: mnsc.21.11.1263
OpenAlex ID: W2067268581
DOI: 10.1287/MNSC.21.11.1263
description: scientific article