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