✦ LIBER ✦

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS

✍ Scribed by Andrew J. Morton; Stanley R. Pliska

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio optimization with linear and f

✍ Miguel Sousa Lobo; Maryam Fazel; Stephen Boyd 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 583 KB

Portfolio Optimization Model with Transa

✍ Shu-ping Chen; Chong Li; Sheng-hong Li; Xiong-wei Wu 📂 Article 📅 2002 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 235 KB

Optimal Portfolio Hedging with Nonlinear

✍ Jussi Keppo; Samu Peura 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 188 KB

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION

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

SIMULATION-BASED PORTFOLIO OPTIMIZATION

✍ Kumar Muthuraman; Haining Zha 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 292 KB

Optimal Consumption Portfolio and No-Arb

✍ X. Chao; K. K. Lai; Shou-Yang Wang; Mei Yu 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 173 KB