Portfolio optimization with discrete trading strategies in a continuous-time setting
Silke Laue
| Year of publication: |
[2003]
|
|---|---|
| Other Persons: | Laue, Silke (contributor) |
| Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory | Portfolio Selection | Nutzenfunktion |
| Extent: | Online-Ressource, II, 175 p. = 6,0 MB, text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Thesis: | Kaiserslautern, Univ., Diss., 2002 |
| Notes: | Systemvoraussetzungen: Acrobat reader Systemvoraussetzungen: PostScript |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001782343