An Option to Reduce Transaction Costs (Q5388674): Difference between revisions

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Latest revision as of 18:50, 19 March 2024

scientific article; zbMATH DE number 6025772
Language Label Description Also known as
English
An Option to Reduce Transaction Costs
scientific article; zbMATH DE number 6025772

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    An Option to Reduce Transaction Costs (English)
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    19 April 2012
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    transaction costs
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    Merton strategy
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    asymptotics
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    optimal rebalancing
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