Login / Signup

Optimal investment with transaction costs and dividends for an insurer.

Junna BiQingbin Meng
Published in: RAIRO Oper. Res. (2016)
Keyphrases
  • transaction costs
  • portfolio management
  • dynamic programming
  • optimal solution
  • long term
  • portfolio selection
  • optimal portfolio
  • machine learning
  • genetic algorithm
  • data warehouse
  • business models
  • long run
  • search costs