Optimal tracking for asset allocation with fixed and proportional transaction costs

Quantitative Finance

Volumn 4, Issue 2, 2004, Pages 233-243

  Pliskala, Stanley R ^a,b   Suzuki, Kiyoshi ^b  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b Nomura Securities Co Ltd   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442585526     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680400000027     Document Type: Article

References (18)

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