Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Year of publication: |
2011
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Authors: | Stettner, Lukasz |
Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 509-536
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Subject: | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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