Optimal portfolio policies under fixed and proportional transaction costs (Q3417911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio policies under fixed and proportional transaction costs |
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Optimal portfolio policies under fixed and proportional transaction costs (English)
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31 January 2007
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asymptotic growth rate
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impulse control
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fixed cost
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proportional cost
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portfolio optimization
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transaction cost
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