An Option to Reduce Transaction Costs (Q5388674)
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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 |
Statements
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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