"Short Communication: A Note on Utility Maximization with Proportional ..."

Erhan Bayraktar et al. (2021)

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DOI: 10.1137/21M1431382

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type: Journal Article

metadata version: 2024-10-06

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Erhan Bayraktar, Christoph Czichowsky, Leonid Dolinskyi, Yan Dolinsky:
Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios. SIAM J. Financial Math. 12(4) (2021)

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