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10 - Mathematical Sciences

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Article title

Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs

Type

D - Journal article

DOI

Title of journal

Applied Mathematical Finance

Article number

Volume number

Issue number

First page of article

265

ISSN of journal

1350-486X

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

D - Applied Mathematics - Continuum & Fluid Mechanics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract