Intertemporal portfolio optimization with small transaction costs and stochastic variance
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Publication:4811675
DOI10.1080/1350486032000141011zbMath1101.91324WikidataQ60171492 ScholiaQ60171492MaRDI QIDQ4811675
Sutee Mokkhavesa, Colin Atkinson
Publication date: 6 September 2004
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486032000141011
91G10: Portfolio theory
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