Continuous-time markowitz's model with transaction costs
10.1137/080742889
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Main Authors: | Dai, M., Xu, Z.Q., Zhou, X.Y. |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/103061 |
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Institution: | National University of Singapore |
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