Optimal portfolio management with fixed transaction costs

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical finance
1. Verfasser: Morton, Andrew J. (VerfasserIn)
Weitere Verfasser: Pliska, Stanley R. (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1995
Schlagworte:
Portfolio-Management > Transaktionskosten > Theorie > Aufsatz in Zeitschrift
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