Investment strategies in the long run with proportional transaction costs and a HARA utility function

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Publication:3623414

DOI10.1080/14697680802039873zbMath1158.91376OpenAlexW1988001656MaRDI QIDQ3623414

Petr Dostal

Publication date: 20 April 2009

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

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22121




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