Work

Optimal tracking for asset allocation with fixed and proportional transaction costs

Year: 2004

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697680400000027

Authors: Stanley R Pliska, Kiyoshi Suzuki

Institutions: University of Illinois Chicago, Nomura Holdings (Japan)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2059510344

FWCI: 5.78

Cites: 18

Cited by: 46

Related to: 10