Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis

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Publication:4610209

DOI10.1080/1350486X.2017.1342551zbMath1398.91544OpenAlexW2738769451MaRDI QIDQ4610209

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Publication date: 6 April 2018

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

Full work available at URL: https://doi.org/10.1080/1350486x.2017.1342551




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