Multi-asset portfolio optimization with transaction cost

Applied Mathematical Finance

Volumn 11, Issue 2, 2004, Pages 95-123

  Atkinson, C ^a   Mokkhavesa, S ^a,b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b Muang Thai Life Assurance Co Ltd   (Thailand)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2942525653     PISSN: 1350486X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504860410001693496     Document Type: Article

References (15)

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14. 2/3)? Working paper, http://www.statslab.cam.ac.uk/ ~126chris/papers.html
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