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zbMath1154.91479MaRDI QIDQ3534756

Łukasz Stettner

Publication date: 4 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

infinite horizon portfolio selection risk sensitive control proportional transaction costs

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (1)

Growth optimal portfolio selection under proportional transaction costs with obligatory diversification

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