Work

Optimal Index Tracking Under Transaction Costs and Impulse Control

Year: 1998

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024998000187

Authors: I. R. C. Buckley, R. Korn

Institutions: Imperial College London, Johannes Gutenberg University Mainz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Deutsche Forschungsgemeinschaft

OpenAlex ID: W2103734677

FWCI: 1.481

Cites: 9

Cited by: 43

Related to: 10