On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
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 |
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