The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dual optimizer for the growth-optimal portfolio under transaction costs |
scientific article |
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The dual optimizer for the growth-optimal portfolio under transaction costs (English)
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2 April 2013
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transaction costs
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growth-optimal portfolio
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shadow price
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