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~person:"Benedetti, Giuseppe"
~subject:"Random endowment"
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Campi, Luciano
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Multivariate utility maximization with proportional
transaction
costs
and random endowment
Benedetti, Giuseppe
;
Campi, Luciano
-
HAL
-
2011
(and time varying) constraints (particularly suited to model a currency market with proportional
transaction
costs
). In …
Persistent link: https://www.econbiz.de/10009643221
Saved in:
2
Multivariate utility maximization with proportional
transaction
costs
and random endowment
Campi, Luciano
;
Benedetti, Giuseppe
-
Université Paris-Dauphine (Paris IX)
-
2012
(and time varying) constraints (particularly suited to model a currency market with proportional
transaction
costs
). In …
Persistent link: https://www.econbiz.de/10010706447
Saved in:
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