OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS |
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OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (English)
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6 July 1997
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fixed transaction costs
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optimal portfolio management policies
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investment
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geometric Brownian motion
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stopping time problem
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