Portfolio Analysis with General Commission
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-018-4046-z
Abstract: The well-known problem of finding explicit formulas for the expected return and risk of portfolios with general commission is completely solved. It is assumed that the commission depends on the asset and the asset position,… read more here.
Keywords: general commission; analysis general; portfolio; commission ... See more keywords