"Utility maximisation in a factor model with constant and proportional ..."

Christoph Belak, Sören Christensen (2019)

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DOI: 10.1007/S00780-018-00380-1

access: closed

type: Journal Article

metadata version: 2024-10-06

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Christoph Belak, Sören Christensen:
Utility maximisation in a factor model with constant and proportional transaction costs. Finance Stochastics 23(1): 29-96 (2019)

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