Growth optimal investment with transaction costs

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 5254 LNAI, Issue , 2008, Pages 108-122

  Györfi, László ^a   Vajda, István ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL GRAMMARS; MARKOV PROCESSES; PLANNING; PROBABILITY DISTRIBUTIONS; STRATEGIC PLANNING;

DISCRETE TIMES; INFINITE HORIZONS; INVESTMENT STRATEGIES; OPTIMAL INVESTMENTS; STOCK MARKETS; TRANSACTION COSTS; TRANSACTIONS COSTS;

INVESTMENTS;

EID: 56749163709     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-87987-9_13     Document Type: Conference Paper

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