✦ LIBER ✦

Risk minimization under transaction costs

✍ Scribed by Paolo Guasoni

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option pricing by large risk aversion ut

✍ B. Bouchard; Yu. M. Kabanov; N. Touzi 📂 Article 📅 2001 🏛 Springer Milan 🌐 English ⚖ 70 KB

Portfolio optimization under D.C. transa

✍ Hiroshi Konno; Annista Wijayanayake 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 736 KB

Portfolio optimization problem under con

✍ Hiroshi Konno; Annista Wijayanayake 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 253 KB

Mean–variance hedging under transaction

✍ Eric Beutner 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 182 KB

Options under Proportional Transaction C

✍ Alet Roux; Krzysztof Tokarz; Tomasz Zastawniak 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 548 KB

Money and transaction costs under uncert

✍ Richard Dusansky; Bengt-Arne Wickström 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 815 KB