Portfolio Selection with Transaction Costs (Q5749130)
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scientific article; zbMATH DE number 4183130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Selection with Transaction Costs |
scientific article; zbMATH DE number 4183130 |
Statements
Portfolio Selection with Transaction Costs (English)
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1990
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optimal consumption and investment decisions
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log-normal diffusion
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optimal buying and selling policies
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