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~institution:"Johannes Gutenberg-Universität Mainz"
~subject:"Portfolio selection"
~subject:"Transaction costs"
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Portfolio selection
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Korn, Ralf
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Buckley, I. R. C.
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Johannes Gutenberg-Universität Mainz
National Bureau of Economic Research
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Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C.
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1997
Persistent link: https://www.econbiz.de/10000960546
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2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
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1996
Persistent link: https://www.econbiz.de/10000954695
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3
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
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1994
Persistent link: https://www.econbiz.de/10000903142
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