NDLI: MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS

Content Provider	Scilit
Author	Muthuraman, Kumar Kumar, Sunil
Copyright Year	2006
Description	Journal: Mathematical Finance
Ending Page	335
Starting Page	301
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/j.1467-9965.2006.00273.x
Journal	Mathematical Finance
Issue Number	2
Volume Number	16
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2006-04-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Hardware and Architecturee Portfolio Optimization Transaction Costs Stochastic Control Hamilton–jacobi–bellman Equation Free Boundary Problem
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS