Optimal portfolio selection with transaction costs and finite horizons
Year of publication: |
2002
|
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Authors: | Liu, Hong ; Loewenstein, Mark A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 3, p. 805-835
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
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