Video: Jan Kallsen, "On portfolio optimization under small fixed transaction costs"

Video From 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership

Tuesday, May 24, 2016 10:01 - 10:26

On portfolio optimization under small fixed transaction costs

Jan Kallsen, Video: On portfolio optimization under small fixed transaction costs

Jan Kallsen, On portfolio optimization under small fixed transaction costs, Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, BIRS, BIRS talk, 16w5134, math, mathematics, video

Banff International Research Station

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107M

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241001-Kallsen.html

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