Multivariate utility maximization with proportional transaction costs
| Year of publication: |
2011
|
|---|---|
| Authors: | Campi, Luciano ; Owen, Mark |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 3, p. 461-499
|
| Publisher: |
Springer |
| Subject: | Transaction costs | Foreign exchange market | Multivariate utility function | Asymptotic satiability | Optimal portfolio | Duality theory | Lagrange duality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324933