Theory of portfolio optimization in markets with frictions

Authors
Cvitanic, J
Citation
J. Cvitanic, Theory of portfolio optimization in markets with frictions, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 577-631
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
577 - 631
Database
ISI
SICI code