Optimal portfolio in the presence of transaction costs and convex risk measure

Edward Lungu, Offen Elias Rabson, Doctor Obonye

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Journal of Financial Engineering
Volume	International Journal of Financial Engineering
DOIs	https://doi.org/10.1142/S2424786317500414
Publication status	Published - 2017

Access to Document

@article{0bed31ff40e84caaabe7208e400784ec,

title = "Optimal portfolio in the presence of transaction costs and convex risk measure",

author = "Edward Lungu and \{Elias Rabson\}, Offen and Doctor Obonye",

year = "2017",

doi = "10.1142/S2424786317500414",

language = "English",

volume = "International Journal of Financial Engineering",

journal = "International Journal of Financial Engineering",

}

TY - JOUR

T1 - Optimal portfolio in the presence of transaction costs and convex risk measure

AU - Lungu, Edward

AU - Elias Rabson, Offen

AU - Obonye, Doctor

PY - 2017

Y1 - 2017

U2 - 10.1142/S2424786317500414

DO - 10.1142/S2424786317500414

M3 - Article

VL - International Journal of Financial Engineering

JO - International Journal of Financial Engineering

JF - International Journal of Financial Engineering

ER -