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- Title:
A geometric approach to portfolio optimization in models with transaction costs.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Kabanov, Y., Klüppelberg, C.
- Journal title:
- Finance & Stochastics
- Year:
- 2004
- Journal volume:
- 8
- Journal issue:
- 2
- Pages contribution:
- 207-227
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX