Constant rebalanced portfolio optimization under nonlinear transaction costs
Yuichi Takano; Jun-Ya Gotoh
| Year of publication: |
2010
|
|---|---|
| Authors: | Takano, Yuichi ; Gotoh, Jun-ya |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 2, p. 191-211
|
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009237739