About: Investment strategies in the long run with proportional transaction costs and a HARA utility function

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We give the optimal strategy for an investor with HARA utility function unbounded from below interested in his/her wealth far in the future investing in a money market and a stock market with the dynamics of exponential Brownian motion in the presence of proportional transaction costs. We give the optimal strategy for an investor with HARA utility function unbounded from below interested in his/her wealth far in the future investing in a money market and a stock market with the dynamics of exponential Brownian motion in the presence of proportional transaction costs. (en)
Title	Investment strategies in the long run with proportional transaction costs and a HARA utility function Investment strategies in the long run with proportional transaction costs and a HARA utility function (en)
skos:prefLabel	Investment strategies in the long run with proportional transaction costs and a HARA utility function Investment strategies in the long run with proportional transaction costs and a HARA utility function (en)
skos:notation	RIV/00216208:11320/09:00206220!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GP201/04/P257), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Dostál, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	320359
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/09:00206220
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Investment; strategies; proportional; transaction; costs; utility; function (en)
http://linked.open.../riv/klicoveSlovo	costs strategies function proportional transaction Investment utility
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[239DAB7BC453]
http://linked.open...i/riv/nazevZdroje	Quantitative Finance
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Analysis of asymptotic optimal trading strategies
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	9
http://linked.open...iv/tvurceVysledku	Dostál, Petr
http://linked.open...ain/vavai/riv/wos	000265409000011
http://linked.open...n/vavai/riv/zamer	Metody moderní matematiky a jejich aplikace
issn	1469-7688
number of pages	12 (xsd:int)
http://localhost/t...ganizacniJednotka	11320

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