Portfolio Choice with Transaction Costs: a User's Guide
classification
💱 q-fin.PM
math.OC
keywords
choicecostsportfolioproblemstransactionapproachbasicclass
read the original abstract
Recent progress in portfolio choice has made a wide class of problems involving transaction costs tractable. We review the basic approach to these problems, and outline some directions for future research.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.