A primer on portfolio choice with small transaction costs
Year of publication: |
2017
|
---|---|
Authors: | Muhle-Karbe, Johannes ; Reppen, Max ; Soner, Halil Mete |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 9.2017, p. 301-331
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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