✦ LIBER ✦

Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs

✍ Scribed by Atkinson, Colin; Storey, Emmeline

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio optimization in discrete time

✍ Ha-Young Kim; Frederi G. Viens 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 357 KB

Robust multiperiod portfolio management

✍ Dimitris Bertsimas; Dessislava Pachamanova 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 213 KB

Transactions costs and portfolio choice

✍ Darrell Duffie; Tong-sheng Sun 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 823 KB

Portfolio optimization under transaction

✍ Jörn Sass 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 350 KB

On-line portfolio selection strategy wit

✍ Sergio Albeverio; LanJun Lao; XueLei Zhao 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 320 KB

Hedging of the European option in discre

✍ Marek Kociński 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 327 KB