Optimal Portfolio Selection with Transaction Costs and Finite Horizons

Review of Financial Studies

Volumn 15, Issue 3, 2002, Pages 805-835

  Liu, Hong ^a   Loewenstein, Mark ^b  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^b BOSTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036296927     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/15.3.805     Document Type: Review

References (29)

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