✦ LIBER ✦

The dual optimizer for the growth-optimal portfolio under transaction costs

✍ Scribed by S. Gerhold, J. Muhle-Karbe, W. Schachermayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio optimization under transaction

✍ Jörn Sass 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 350 KB

Growth Optimal Portfolio Selection Under

✍ T. Duncan; B. Pasik Duncan; L. Stettner 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 551 KB

Matrix decomposition and Lagrangian dual

✍ Zhen-xing Gao; Shi-tao Zhang; Xiao-ling Sun 📂 Article 📅 2009 🏛 Chinese Electronic Periodical Services 🌐 English ⚖ 184 KB

Optimal dividends in the dual model unde

✍ Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 952 KB

Global Optimization Versus Integer Progr

✍ Hiroshi Konno; Rei Yamamoto 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 333 KB

SIMULATION-BASED PORTFOLIO OPTIMIZATION

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