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

Thamayanthi Chellathurai، نويسنده , , Thangaraj Draviam، نويسنده ,

روزنامه با شماره پیاپی سال 2007

28

2168

2195

Buy/no transactioninterface , Buy and sell targets , Fixed and proportional transaction costs , Sell/no transaction interface , Dynamic portfolio selection

Journal of Economic Dynamics and Control

2007

Journal of Economic Dynamics and Control

239069