OOptimal portfolio selection with transaction costsOptimal portfolio selection with transaction costsde Phelim P. BoyleMateriasInvestment analysisInvestmentsMathematical modelsMathematical optimizationPortfolio managementEdiciones (1)Optimal portfolio selection with transaction costs (1994)University of Toronto, Dept. of Statistics · inglésMás obras de Phelim P. BoyleAn algorithm for computing options on the maximum or minimum of several assetsDerivativesFinancial economics