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Volumn 31, Issue 7, 2007, Pages 2168-2195

Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Author keywords

Buy and sell targets; Buy no transaction interface; Dynamic portfolio selection; Fixed and proportional transaction costs; Sell no transaction interface

Indexed keywords


EID: 34248662448     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2006.06.006     Document Type: Article
Times cited : (13)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.