Dynamic portfolio selection with fixed and/or proportional...

Journal of Economic Dynamics and Control 2007 Vol. 31; Iss. 7

Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Thamayanthi Chellathurai, Thangaraj Draviam
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Volume:
31
Year:
2007
Language:
english
Pages:
28
DOI:
10.1016/j.jedc.2006.06.006
File:
PDF, 280 KB
english, 2007
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