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A geometric approach to portfolio optimization in models with transaction costs
Yuri Kabanov, Claudia KlüppelbergVolume:
8
Language:
english
Pages:
21
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-003-0114-3
Date:
May, 2004
File:
PDF, 240 KB
english, 2004