Lia Ahrens
Dr. rer. nat. Christian-Albrechts-Universität zu Kiel 2015
Dissertation:
On Using Shadow Prices for the Asymptotic Analysis of Portfolio Optimization under Proportional Transaction Costs
Advisor 1: Jan Kallsen
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 284948 for the advisor ID.