An exact solution to a dynamic portfolio choice problem under transactions costs
Bernard Dumas and Elisa Luciano
| Year of publication: |
1991
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|---|---|
| Authors: | Dumas, Bernard |
| Other Persons: | Luciano, Elisa (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 2, p. 577-595
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| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | 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/10001108563