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"Multivariate Utility Maximization with Proportional Transaction Costs and ..."
Giuseppe Benedetti, Luciano Campi (2012)
- Giuseppe Benedetti, Luciano Campi
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Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment. SIAM J. Control. Optim. 50(3): 1283-1308 (2012)
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