Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
| Year of publication: |
2001
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|---|---|
| Authors: | Akian, Marianne ; Sulem, Agnès ; Taksar, Michael I. |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 11.2001, 2, p. 153-188
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005139701