Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306): Difference between revisions
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Latest revision as of 19:07, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimisation with strictly positive transaction costs and impulse control |
scientific article |
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Portfolio optimisation with strictly positive transaction costs and impulse control (English)
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19 August 1998
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portfolio optimization
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transaction costs
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impulse control
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asymptotic analysis
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