Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.

Chang, Mou-Hsiung

Journal of Applied Mathematics and Stochastic Analysis (2007)

  • Volume: 2007, page Article ID 82753, 33 p.-Article ID 82753, 33 p.
  • ISSN: 2090-3332

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Chang, Mou-Hsiung. "Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.." Journal of Applied Mathematics and Stochastic Analysis 2007 (2007): Article ID 82753, 33 p.-Article ID 82753, 33 p.. <http://eudml.org/doc/54513>.

@article{Chang2007,
author = {Chang, Mou-Hsiung},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 82753, 33 p.-Article ID 82753, 33 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.},
url = {http://eudml.org/doc/54513},
volume = {2007},
year = {2007},
}

TY - JOUR
AU - Chang, Mou-Hsiung
TI - Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 82753, 33 p.
EP - Article ID 82753, 33 p.
LA - eng
UR - http://eudml.org/doc/54513
ER -

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