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, Agnés ; Taksar, Michael I. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 11.2001, 2, p. 153-188
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