Multivariate utility maximization with proportional transaction costs (Q483930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate utility maximization with proportional transaction costs |
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Multivariate utility maximization with proportional transaction costs (English)
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17 December 2014
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transaction costs
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foreign exchange market
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multivariate utility function
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asymptotic satiability
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optimal portfolio
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duality theory
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Lagrange duality
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