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scientific article
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scientific article

    Statements

    author
    Zhiping Chen
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    Yi Wang
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    publication date
    1 June 2012
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    zbMATH Keywords
    equilibrium price
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    asset market
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    utility function
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    transaction costs
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    optimal portfolio
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91G10
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    91B50
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    91B16
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    zbMATH DE Number
    6040561
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