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Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
Marianne Akian, Agnès Sulem, Michael I. TaksarVolume:
11
Year:
2001
Language:
english
Pages:
36
DOI:
10.1111/1467-9965.00111
File:
PDF, 321 KB
english, 2001