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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