scientific article; zbMATH DE number 2165827

MaRDI QIDQ4675737zbMATH OpenFDO

Authors Xiaoyan Zhao, Zankan Nie

Publication date 6 May 2005

zbMATH Keywords

discount factordualityutility function

Mathematics Subject Classification ID

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• Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
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