OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.1995.tb00071.x / rank
 
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Property / cites work: Transactions costs and portfolio choice in a discrete-continuous-time setting / rank
 
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Latest revision as of 11:58, 27 May 2024

scientific article
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OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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    OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (English)
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    6 July 1997
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    fixed transaction costs
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    optimal portfolio management policies
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    investment
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    geometric Brownian motion
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    stopping time problem
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