On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
vorgelegt von Lia Ahrens
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahrens, Lia |
| Other Persons: | Kallsen, Jan (degree supervisor) |
| Subject: | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Nutzenmaximierung | Utility maximization | Transaktionskosten | Transaction costs |
freely available
| Extent: | Online-Ressource (X, 109 S.) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Kiel, Univ., Diss., 2015 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: PDF Reader Parallelt.: Schattenpreisansatz für asymptotische Analysis von Portfoliooptimierung unter proportionalen Transaktionskosten |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305815