✦ LIBER ✦

Optimization of N-risky asset portfolios with stochastic variance and transaction costs

✍ Scribed by Atkinson, C.; Ingpochai, P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Consumption and Investment with

✍ Hong Liu 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 476 KB

Portfolio adjusting optimization with ad

✍ Wei-Guo Zhang; Xili Zhang; Yunxia Chen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Stochastic portfolio optimization with p

✍ Tiago P. Filomena; Miguel A. Lejeune 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 319 KB

Dynamic Optimization of Long-Term Growth

✍ Marianne Akian; Agnès Sulem; Michael I. Taksar 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB