Finite-horizon optimal investment with transaction costs: construction of the optimal strategies
Crossref DOI link: https://doi.org/10.1007/s00780-019-00404-4
Published Online: 2019-09-05
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belak, Christoph
Sass, Jörn
Text and Data Mining valid from 2019-09-05
Version of Record valid from 2019-09-05
Article History
Received: 17 March 2016
Accepted: 14 June 2019
First Online: 5 September 2019