Publication: Multi-Dimensional Stochastic Dynamic Portfolio Optimization with Transaction Costs
All || By Area || By Year| Title | Multi-Dimensional Stochastic Dynamic Portfolio Optimization with Transaction Costs | Authors/Editors* | M. Thompson and M. Davison |
|---|---|
| Where published* | submitted to Operations Research |
| How published* | Journal |
| Year* | 2007 |
| Volume | |
| Number | |
| Pages | |
| Publisher | |
| Keywords | |
| Link | |
| Abstract |
Back to page 64 of list