Transactions costs and portfolio choice in a discrete-continuous-time setting
| Year of publication: |
1990
|
|---|---|
| Authors: | Duffie, Darrell ; Sun, Tong-sheng |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 14.1990, 1, p. 35-51
|
| Publisher: |
Elsevier |