Perturbation solution of optimal portfolio theory with transaction costs for any utility function (Q4814181)
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scientific article; zbMATH DE number 2097844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation solution of optimal portfolio theory with transaction costs for any utility function |
scientific article; zbMATH DE number 2097844 |
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Perturbation solution of optimal portfolio theory with transaction costs for any utility function (English)
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7 September 2004
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Portfolio
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transaction cost
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general utility function
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