The Effect of Stochastic Volatility on Portfolio Optimization with Transaction Costs

The Effect of Stochastic Volatility on Portfolio Optimization with Transaction Costs
Author :
Publisher :
Total Pages : 454
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ISBN-10 : OCLC:45443698
ISBN-13 :
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Book Synopsis The Effect of Stochastic Volatility on Portfolio Optimization with Transaction Costs by : Scott M. Weiner

Download or read book The Effect of Stochastic Volatility on Portfolio Optimization with Transaction Costs written by Scott M. Weiner and published by . This book was released on 2000 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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