Growth-optimal portfolios under transaction costs

Palczewski, J and Stettner, L (2008) Growth-optimal portfolios under transaction costs. Applicationes Mathematicae (Warsaw), 35. 1 - 31. ISSN 1233-7234

Abstract

Metadata

Authors/Creators:
  • Palczewski, J
  • Stettner, L
Copyright, Publisher and Additional Information: © 2008, Polskiej Akademii Nauk, Instytut Matematyczny . This is an author produced version of a paper published in Applicationes Mathematicae. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Published: 2008
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Applied Mathematics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 10 Jun 2014 08:20
Last Modified: 03 Feb 2018 05:11
Published Version: http://dx.doi.org/10.4064/am35-1-1
Status: Published
Publisher: Polskiej Akademii Nauk, Instytut Matematyczny (Polish Academy of Sciences, Institute of Mathematics)
Refereed: Yes
Identification Number: https://doi.org/10.4064/am35-1-1

Share / Export

Statistics