Portfolio Management Under Transaction Costs

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The purpose of this project is to consider the portfolio optimization problem where the investors objective is to maximize the long-term growth rate and quite possibly many other criteria like the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838358694
• ISBN13: 9783838358697
• Release Date: November 2015
• Publisher: LAP Lambert Academic Publishing
• Length: 72 Pages
• Weight: 0.26 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"