Almost Surely Optimal Portfolios Under Proportional Transaction Costs (Q4976506)
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scientific article; zbMATH DE number 6754927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost Surely Optimal Portfolios Under Proportional Transaction Costs |
scientific article; zbMATH DE number 6754927 |
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Almost Surely Optimal Portfolios Under Proportional Transaction Costs (English)
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31 July 2017
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portfolio optimization
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proportional transactions costs
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shadow prices
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