Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model (Q6215595)

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scientific article; zbMATH DE number 900072298
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Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model
scientific article; zbMATH DE number 900072298

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    25 September 2009
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    q-fin.PM
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    math.PR
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