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Thursday, October 8, 2020 | History

3 edition of Optimal portfolio selection with fixed transaction costs in the presence of jumps and random drift found in the catalog.

Optimal portfolio selection with fixed transaction costs in the presence of jumps and random drift

Ajay Subramanian Aiyer

Optimal portfolio selection with fixed transaction costs in the presence of jumps and random drift

by Ajay Subramanian Aiyer

  • 374 Want to read
  • 7 Currently reading

Published by Cornell Theory Center, Cornell University in Ithaca, N.Y .
Written in English

    Subjects:
  • Portfolio management -- Mathematical models

  • Edition Notes

    StatementAjay Subramanian Aiyer.
    SeriesTechnical report / Cornell Theory Center -- CTC96TR260., Technical report (Cornell Theory Center) -- 260.
    ContributionsCornell Theory Center.
    The Physical Object
    Pagination18 p. :
    Number of Pages18
    ID Numbers
    Open LibraryOL17458943M
    OCLC/WorldCa37992263


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Optimal portfolio selection with fixed transaction costs in the presence of jumps and random drift by Ajay Subramanian Aiyer Download PDF EPUB FB2