The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044): Difference between revisions

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Revision as of 13:11, 10 February 2024

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The dual optimizer for the growth-optimal portfolio under transaction costs
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    The dual optimizer for the growth-optimal portfolio under transaction costs (English)
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    2 April 2013
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    transaction costs
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    growth-optimal portfolio
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    shadow price
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