We employ perturbation analysis technique to study trading strategies for multi-asset portfolio  and obtain optimal trading methods for wealth maximization under arbitrary utility functions .
We employ perturbation analysis technique to study multi-asset portfolio optimisation with transaction cost. We allow for correlations in risky assets and obtain optimal trading methods for general utility functions. Our analytical results are supported by numerical simulations in the context of the Long Term Growth Model .
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trading strategies for
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optimisation with transaction cost. We allow for correlations in risky assets
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wealth maximization under arbitrary utility functions
general utility functions. Our analytical results are supported by numerical simulations in the context of the Long Term Growth Model