"Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs."

Arne Løkka, Mihail Zervos (2013)

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DOI: 10.1137/110845471

access: closed

type: Journal Article

metadata version: 2020-10-26

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Arne Løkka, Mihail Zervos:
Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs. SIAM J. Control. Optim. 51(2): 996-1034 (2013)

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