Dynamic optimization for a mixed portfolio with transaction costs
Agnès Sulem
| Year of publication: |
2008
|
|---|---|
| Authors: | Sulem, Agnès |
| Published in: |
Numerical methods in finance. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-0-521-57354-2. - 2008, p. 165-180
|
| Subject: | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723939