Dynamic trading with uncertain exit time and transaction costs in a general Markov market

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Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Yao, Haixiang (VerfasserIn)
Weitere Verfasser: Li, Danping (VerfasserIn), Wu, Huiling (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2022
Schlagworte:
Dynamic trading > Efficient frontier > Markov regime switching > Transaction costs > Uncertain exit time > Aufsatz in Zeitschrift
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