A geometric approach to portfolio optimization in models with transaction costs
Yuri Kabanov; Claudia Klüppelberg
| Year of publication: |
2004
|
|---|---|
| Authors: | Kabanov, Jurij M. ; Klüppelberg, Claudia |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 2, p. 207-227
|
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Derivat | Derivative | Devisenmarkt | Foreign exchange market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002012544