Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs |
scientific article |
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Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (English)
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13 November 2008
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portfolio optimization
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transaction cost
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quasivariational inequality
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impulsive control
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