Asymptotic analysis for target asset portfolio allocation with small transaction costs

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Publication:903330

DOI10.1016/j.insmatheco.2015.10.014zbMath1348.91258OpenAlexW2179553222MaRDI QIDQ903330

Cong Liu, Harry Zheng

Publication date: 5 January 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/30823




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