Rong Xu

Discipline

Economies et finances (1)

Type de document

Textes imprimés (1)

Co-auteur

Kenneth Judd

Yongyang Cai

Date

Source

arXiv - économie (1)

Mot-clé

spectacle (1) science économique (1) Specimens (1) Financial engineering (1) Horizon (1) Transaction costs (1) Securities (1) Portfolio management (1) Investments (1) Finance (1) Economics (1) Dynamic programming (1) Finance (1)

Documents écrit par Rong Xu (1) | parle de Rong Xu (0)

Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs

Yongyang Cai et al. (3 mars 2020)