Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414)

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Investment strategies in the long run with proportional transaction costs and a HARA utility function
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    Investment strategies in the long run with proportional transaction costs and a HARA utility function (English)
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    20 April 2009
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    portfolio choice
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    utility functions
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    trading strategies
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    portfolio optimization
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    transaction costs
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