Finite Horizon Portfolio Selection with Transaction Costs

Ph.D

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Bibliographic Details
Main Author:	LI PEIFAN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	portfolio selection, transaction costs, finite horizon, consumption, market closure, liquidity premium
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/17348
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-17348
record_format	dspace
spelling	sg-nus-scholar.10635-173482017-10-21T08:47:56Z Finite Horizon Portfolio Selection with Transaction Costs LI PEIFAN MATHEMATICS DAI MIN portfolio selection, transaction costs, finite horizon, consumption, market closure, liquidity premium Ph.D DOCTOR OF PHILOSOPHY 2010-06-08T18:00:45Z 2010-06-08T18:00:45Z 2010-02-11 Thesis LI PEIFAN (2010-02-11). Finite Horizon Portfolio Selection with Transaction Costs. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/17348 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	portfolio selection, transaction costs, finite horizon, consumption, market closure, liquidity premium
spellingShingle	portfolio selection, transaction costs, finite horizon, consumption, market closure, liquidity premium LI PEIFAN Finite Horizon Portfolio Selection with Transaction Costs
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS LI PEIFAN
format	Theses and Dissertations
author	LI PEIFAN
author_sort	LI PEIFAN
title	Finite Horizon Portfolio Selection with Transaction Costs
title_short	Finite Horizon Portfolio Selection with Transaction Costs
title_full	Finite Horizon Portfolio Selection with Transaction Costs
title_fullStr	Finite Horizon Portfolio Selection with Transaction Costs
title_full_unstemmed	Finite Horizon Portfolio Selection with Transaction Costs
title_sort	finite horizon portfolio selection with transaction costs
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/17348
_version_	1681079478985424896

Finite Horizon Portfolio Selection with Transaction Costs

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