Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-optimal investment in the long run with proportional transaction costs when using shadow prices |
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Log-optimal investment in the long run with proportional transaction costs when using shadow prices (English)
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1 February 2016
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proportional transaction costs
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logarithmic utility
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shadow prices
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