Portfolio Optimization under Transaction Costs : Model Development and Swedish Evidence
| Year of publication: |
2020
|
|---|---|
| Authors: | Olsson, Rickard |
| Publisher: |
[2020]: [S.l.] : SSRN |
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Schweden | Sweden | Theorie | Theory |
| Description of contents: |
Portfolio performance eva ...
|
| Extent: | 1 Online-Ressource (219 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Olsson, R. (2005). Portfolio management under transaction costs: Model development and Swedish evidence. (PhD thesis). Umeå School of Business, Economics and Statistics, Umeå University, Sweden Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
| Classification: | G00 - Financial Economics. General ; G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012850675