Optimal portfolio selection under vanishing fixed transaction costs (Q5233203): Difference between revisions
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Revision as of 00:10, 20 April 2024
scientific article; zbMATH DE number 7105432
Language | Label | Description | Also known as |
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English | Optimal portfolio selection under vanishing fixed transaction costs |
scientific article; zbMATH DE number 7105432 |
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Optimal portfolio selection under vanishing fixed transaction costs (English)
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16 September 2019
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impulse control
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Hunt processes
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threshold rule
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excessive function
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