Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

DOI10.1111/1467-9965.00111zbMath1055.91016OpenAlexW2158102405MaRDI QIDQ2757311

Agnès Sulem, Marianne Akian, Michael I. Taksar

Publication date: 26 November 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00111

Mathematics Subject Classification ID

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