On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market

Journal of Mathematical Economics

Volumn 33, Issue 2, 2000, Pages 209-228

  Loewenstein, Mark ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Investor; Portfolio; Trading market

Indexed keywords

EID: 0034147383     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(99)00013-0     Document Type: Article

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