Some Results in Portfolio Selection with Transaction Costs
碩士 === 東海大學 === 數學系 === 87 === Abstract There are many studies on portfolio selection with transaction costs in the investor's view in recent years. In this thesis, we confirm that the boundary between the selling bond (stock) region and the no-transaction region is a ray...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47398500837939726968 |