Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numeraire portfolios and utility-based price systems under proportional transaction costs |
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Numeraire portfolios and utility-based price systems under proportional transaction costs (English)
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4 May 2015
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numeraire portfolio
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power utility
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consistent price system
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proportional transaction costs
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dynamic programming
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