Title of article
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Author/Authors
Thamayanthi Chellathurai، نويسنده , , Thangaraj Draviam، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
28
From page
2168
To page
2195
Keywords
Buy/no transactioninterface , Buy and sell targets , Fixed and proportional transaction costs , Sell/no transaction interface , Dynamic portfolio selection
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239069
Link To Document