Extended weak convergence and utility maximisation with proportional transaction costs
Erhan Bayraktar, Leonid Dolinskyi, Yan Dolinsky
| Year of publication: |
2020
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|---|---|
| Authors: | Bayraktar, Erhan ; Dolinskyi, Leonid ; Dolinsky, Yan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 4, p. 1013-1034
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| Subject: | Utility maximisation | Proportional transaction costs | Extended weak convergence | Meyer-Zheng topology | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00437-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012518140