Vladimir Dombrovskii

Tomsk State University

Professor

36, Lenina Avenue

Tomsk, 634050

Russia

SCHOLARLY PAPERS

2

DOWNLOADS

175

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Portfolio Optimization in the Financial Market with Correlated Returns Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending

Number of pages: 8 Posted: 31 Oct 2014
Vladimir Dombrovskii and Tatyana Obedko
Tomsk State University and Tomsk State University
Downloads 94 (331,557)

Abstract:

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Investment portfolio, Transaction costs, Serially correlated returns

2.

Portfolio Optimization in the Financial Market with Regime Switching Under Constraints, Transaction Costs and Different Rates for Borrowing and Lending

Number of pages: 8 Posted: 10 Oct 2014
Vladimir Dombrovskii and Tatyana Obedko
Tomsk State University and Tomsk State University
Downloads 81 (363,268)

Abstract:

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Investment portfolio, Regime switching models, Transaction costs