JOINT DETERMINATION OF PORTFOLIO AND TRANSACTION DEMANDS FOR MONEY

被引:0
|
作者
CHEN, AH
ZIONTS, S
JEN, FC
机构
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:406 / &
相关论文
共 50 条
  • [31] OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST
    KAMIN, JH
    MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11): : 1263 - 1271
  • [32] Portfolio models with return forecasting and transaction costs
    Yu, Jing-Rung
    Chiou, Wan-Jiun Paul
    Lee, Wen-Yi
    Lin, Shun-Ji
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 66 : 118 - 130
  • [33] A fuzzy approach to portfolio rebalancing with transaction costs
    Fang, Y
    Lai, KK
    Wang, SY
    COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS, 2003, 2658 : 10 - 19
  • [34] PORTFOLIO CHOICE WITH INVESTOR SPECIFIC TRANSACTION COSTS
    AULT, RW
    SABA, RP
    SOUTHERN ECONOMIC JOURNAL, 1988, 54 (04) : 1012 - 1019
  • [35] OPTIMAL CONSUMPTION AND PORTFOLIO CHOICES WITH TRANSACTION COST
    MUKHERJE.RN
    JOURNAL OF FINANCE, 1973, 28 (04): : 1051 - 1052
  • [36] Portfolio optimisation with transaction costs and exponential utility
    Korn, R
    Laue, S
    STOCHASTIC PROCESSES AND RELATED TOPICS, 2002, 12 : 171 - 188
  • [37] Decentralized Online Portfolio Selection with Transaction Costs
    Zhang, Yong
    Lin, Hong
    Lu, Zhou-feng
    Guo, Chang-hong
    COMPUTATIONAL ECONOMICS, 2024,
  • [38] THE ATTAINABILITY OF THE PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS
    XU Shimeng(Institute of Applied Mathematics
    Systems Science and Mathematical Sciences, 2000, (03) : 236 - 241
  • [39] The optimal strategy of portfolio selection with transaction costs
    Ye, SQ
    Peng, Y
    Proceedings of 2005 International Conference on Machine Learning and Cybernetics, Vols 1-9, 2005, : 3480 - 3485
  • [40] Portfolio rebalancing with an investment horizon and transaction costs
    Woodside-Oriakhi, M.
    Lucas, C.
    Beasley, J. E.
    OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2013, 41 (02): : 406 - 420