On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market
Year of publication: |
2000
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Authors: | Loewenstein, Mark A. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 33.2000, 2, p. 209-228
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Subject: | CAPM | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection |
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