Optimal portfolio selection under vanishing fixed transaction costs (Q5233203)
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scientific article; zbMATH DE number 7105432
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio selection under vanishing fixed transaction costs |
scientific article; zbMATH DE number 7105432 |
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Optimal portfolio selection under vanishing fixed transaction costs (English)
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16 September 2019
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impulse control
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Hunt processes
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threshold rule
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excessive function
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0.8636394143104553
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0.8613163232803345
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0.8565488457679749
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0.8507194519042969
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0.8501411080360413
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