Almost Surely Optimal Portfolios Under Proportional Transaction Costs (Q4976506)

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scientific article; zbMATH DE number 6754927
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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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