Optimal portfolio selection with transaction costs

North American Actuarial Journal

Volumn 1, Issue 2, 1997, Pages 27-39

  Boyle, Phelim P ^a   Lin, Xiaodong ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011215988     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1997.10595602     Document Type: Article

References (32)

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