✦ LIBER ✦

Portfolio Management with Transaction Costs

✍ Scribed by Colin Atkinson, Stanley R. Pliska and Paul Wilmott

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio management with transaction co

✍ Atkinson, C.; Pliska, S. R.; Wilmott, P. 📂 Article 📅 1997 🏛 The Royal Society 🌐 English ⚖ 394 KB

PORTFOLIO MANAGEMENT WITH TRANSACTION CO

✍ C. Atkinson; P. Wilmott 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 378 KB

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED

✍ Andrew J. Morton; Stanley R. Pliska 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 836 KB

Log-robust portfolio management after tr

✍ Yuntaek Pae, Navid Sabbaghi 📂 Article 📅 2013 🏛 Springer 🌐 German ⚖ 483 KB

VaR optimal portfolio with transaction c

✍ Nataša Krejić; Miles Kumaresan; Andrea Rožnjik 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 509 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