Performance analysis of log-optimal portfolio strategies...

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Performance analysis of log-optimal portfolio strategies with transaction costs

Ormos, Mihály, Urbán, András
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Language:
english
Pages:
11
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.570368
Date:
August, 2011
File:
PDF, 173 KB
english, 2011
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