Growth-optimal investments and numeraire portfolios under transactions costs

By Igor V. Evstigneev, Wael Bahsoun, Michael I. Taksar, L. MacLean, William T. Ziemba. 2013

348 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b8731eca42dfb4236c5307dc4754f4ba7f96a799

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In Economics and Econometrics

  1. Cheng Luo

In Management Science and Operations Research

  1. Xinyi Zhou

Citations in the corpus