Portfolio Optimization under Transaction Costs

By Carola Denise Fekter

The classical investment models like the famous Markowitz Model are one-period models based only on the expected growth rate and volatility of a stock, and do not make any assumptions on the exact... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639221516
• ISBN13: 9783639221510
• Release Date: January 2010
• Publisher: VDM Verlag
• Length: 72 Pages
• Weight: 0.26 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"