"Optimal portfolio of low liquid assets with a log-utility function."

Koichi Matsumoto (2006)

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DOI: 10.1007/S00780-005-0172-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Koichi Matsumoto:
Optimal portfolio of low liquid assets with a log-utility function. Finance Stochastics 10(1): 121-145 (2006)

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