Dynamic Portfolio Optimization with Transaction Costs and State-dependent Drift

Jan Palczewski, Rolf Poulsen, Klaus Schenk-Hoppe, Huamao Wang

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Original language	English
Pages (from-to)	921-931
Number of pages	11
Journal	European Journal of Operational Research
Volume	243
Issue number	3
Early online date	31 Dec 2014
DOIs	https://doi.org/10.1016/j.ejor.2014.12.040
Publication status	Published - 16 Jun 2015

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author = "Jan Palczewski and Rolf Poulsen and Klaus Schenk-Hoppe and Huamao Wang",

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AU - Palczewski, Jan

AU - Poulsen, Rolf

AU - Schenk-Hoppe, Klaus

AU - Wang, Huamao

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