Portfolio Management under transaction costs: Models and solution schemes for transaction cost in portfolio choice theor

Portfolio Management under transaction costs: Models and solution schemes for transaction cost in portfolio choice theor

by Nabeel Butt
  • List Price: $65.00
  • ISBN-10: 3838358694
  • ISBN-13: 9783838358697
  • Edition: N/A
  • Type: Paperback
  • Publisher: LAP Lambert Academic Publishing

About The Book

The purpose of this project is to consider the portfolio optimization problem where the investor's objective is to maximize the long-term growth rate ... Read more

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