Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

✍ Scribed by Marianne Akian; Agnès Sulem; Michael I. Taksar

• Book ID: 108550483
• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 321 KB
• Volume: 11
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/1467-9965.00111