On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
vorgelegt von Lia Ahrens
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahrens, Lia |
| Other Persons: | Kallsen, Jan (degree supervisor) |
| Subject: | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Nutzenmaximierung | Utility maximization | Transaktionskosten | Transaction costs |
freely available
Druckausg.:
Ahrens, Lia. On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs, 2015. - X, 109 S.
Persistent link: https://www.econbiz.de/10011305815