Discrete-Time Portfolio Optimization with Transaction Costs
| Year of publication: |
2013
|
|---|---|
| Authors: | Tao, Feiran |
| Other Persons: | Wirjanto, Tony S. (contributor) |
| Publisher: |
[2013]: [S.l.] : SSRN |
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Description of contents: |
This paper studies a fini ...
Abstract [papers.ssrn.com]
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| Extent: | 1 Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2013 erstellt Volltext nicht verfügbar |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G00 - Financial Economics. General ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013082018