Utility Maximisation with Proportional Transaction Costs
Year of publication: |
2009-05
|
---|---|
Authors: | Campi, Luciano |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Transaction Costs | Foreign Exchange Market | Multivariate Utility Function | Asymptotic Satiability | Optimal Portfolio | Duality Theory | Lagrange Duality |
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