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~isPartOf:"Finance and stochastics"
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Czichowsky, Christoph
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Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
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Time-consistent mean-variance portfolio selection in discrete and continuous time
Czichowsky, Christoph
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10009730823
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