Title of article
Optimal market timing strategies under transaction costs
Author/Authors
Wei Li، نويسنده , , Kin Lam، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
12
From page
97
To page
108
Keywords
market timing , Autoregressive models , Growth-optimal investment strategy , Stochastic dynamic programming
Journal title
OMEGA
Serial Year
1995
Journal title
OMEGA
Record number
207302
Link To Document