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"A Diffusion Model for Optimal Portfolio Selection in the Presence of ..."
Michael Taksar, Michael J. Klass, David Assaf (1988)
- Michael Taksar, Michael J. Klass, David Assaf:
A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees. Math. Oper. Res. 13(2): 277-294 (1988)
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