Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270): Difference between revisions
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Revision as of 16:00, 6 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-optimal investment in the long run with proportional transaction costs when using shadow prices |
scientific article |
Statements
Log-optimal investment in the long run with proportional transaction costs when using shadow prices (English)
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1 February 2016
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proportional transaction costs
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logarithmic utility
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shadow prices
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