Efficient portfolios in financial markets with proportional transaction costs (Q2392017)

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Efficient portfolios in financial markets with proportional transaction costs
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    Efficient portfolios in financial markets with proportional transaction costs (English)
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    6 August 2013
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    efficient portfolios
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    cyclic anticomonotonicity
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    utility maximization
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    proportional transaction costs
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    duality
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    utility price
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