Optimal Portfolio Choice Under Partial Information and Transaction Costs (PhD thesis)

2010 ◽  
Author(s):  
Huamao Wang
Keyword(s):  
Transaction Costs ◽  
Portfolio Choice ◽  
Partial Information ◽  
Optimal Portfolio ◽  
Phd Thesis

scholarly journals Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs

2013 ◽  
Vol 27 (3) ◽  
pp. 823-880 ◽  
Author(s):  
Stefano Corradin ◽  
José L. Fillat ◽  
Carles Vergara-Alert
Keyword(s):  
Transaction Costs ◽  
Portfolio Choice ◽  
House Prices ◽  
Optimal Portfolio

scholarly journals A Primer on Portfolio Choice with Small Transaction Costs

2017 ◽  
Vol 9 (1) ◽  
pp. 301-331 ◽  
Author(s):  
Johannes Muhle-Karbe ◽  
Max Reppen ◽  
H. Mete Soner
Keyword(s):  
Transaction Costs ◽  
Portfolio Choice
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