"Characterization of Optimal Strategy for Multiasset Investment and ..."

Xinfu Chen, Min Dai (2013)

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DOI: 10.1137/120898991

access: closed

type: Journal Article

metadata version: 2017-06-08

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Xinfu Chen, Min Dai:
Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs. SIAM J. Financial Math. 4(1): 857-883 (2013)

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