Work

Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty

Year: 2005

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/0-387-25118-9_3

Authors: Jean-Pierre Aubin, Dominique Pujal, Patrick Saint-Pierre

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1501390649

FWCI: 9.585

Cites: 61

Cited by: 50

Related to: 10