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.
Guasoni P, Muhle-Karbe J (2013). Portfolio Choice with Transaction Costs: a User's Guide. Berlin : Springer [10.1007/978-3-319-00413-6_3].
Portfolio Choice with Transaction Costs: a User's Guide
Guasoni P
Co-primo
;
2013
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.File in questo prodotto:
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