Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification (Q5198571)
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scientific article; zbMATH DE number 5936959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification |
scientific article; zbMATH DE number 5936959 |
Statements
Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification (English)
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8 August 2011
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HARA utility
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terminal weath asymptotics
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proportional transaction costs
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log Lévy asset prices
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