"An algorithm for optimal portfolio selection problem with transaction ..."

U Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo (2007)

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DOI: 10.1016/J.AMC.2007.02.100

access: closed

type: Journal Article

metadata version: 2023-09-04

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U Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo:
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. Appl. Math. Comput. 191(1): 239-252 (2007)

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