Portfolio optimization with strictly positive transaction costs and impulse control
Ralf Korn
| Year of publication: |
1994
|
|---|---|
| Authors: | Korn, Ralf |
| Institutions: | Johannes Gutenberg-Universität Mainz (contributor) |
| Publisher: |
Mainz : Johannes-Gutenberg-Univ. |
| Subject: | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | 23 S |
|---|---|
| Series: | Berichte zur Stochastik und verwandten Gebieten. - Mainz : Johannes-Gutenberg-Univ., ISSN 0177-0098, ZDB-ID 1119515-0. - Vol. 2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000903142