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"Optimal investment strategies with a reallocation constraint."

Feyzullah Egriboyun, H. Mete Soner (2010)

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DOI: 10.1007/S00186-010-0306-5

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - https://dblp.org/rec/journals/mmor/EgriboyunS10
Feyzullah Egriboyun, H. Mete Soner:
Optimal investment strategies with a reallocation constraint. Math. Methods Oper. Res. 71(3): 551-585 (2010)

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