Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
C. Atkinson and P. Wilmott
| Year of publication: |
1995
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|---|---|
| Authors: | Atkinson, Colin |
| Other Persons: | Wilmott, Paul (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 5.1995, 4, p. 357-367
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| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001189276