Finite-Horizon Optimal Investment with Transaction Costs:...

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Finite-Horizon Optimal Investment with Transaction Costs: Construction of the Optimal Strategies

Belak, Christoph, Sass, Joern
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2636341
File:
PDF, 600 KB
english, 2015
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