✦ LIBER ✦

Efficient portfolios in financial markets with proportional transaction costs

✍ Scribed by Luciano Campi, Elyès Jouini, Vincent Porte

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Financial markets with endogenous transa

✍ V. Filipe Martins-da-Rocha; Yiannis Vailakis 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 380 KB

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION

✍ Kumar Muthuraman; Sunil Kumar 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 477 KB

Rational expectations equilibrium with t

✍ Zhiwei Chong 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 204 KB

Transaction costs and informational casc

✍ Marco Cipriani; Antonio Guarino 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Portfolio optimization in discrete time

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

Existence of financial market equilibria

✍ MARTA LAITENBERGER 📂 Article 📅 1996 🏛 Elsevier Science ⚖ 145 KB