Investment selection and individual portfolio management An exact solution to a dynamic portfolio choice problem under transaction costs, by Bernard Dumas (University of Pennsylvania and National Bureau of Economic Research) and Elisa Luciano (Università di Torino, Italy)
1991 ◽
Vol 46
(2)
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pp. 577-595
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Keyword(s):
2012 ◽
Vol 26
(4)
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pp. 518-541
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Keyword(s):
2019 ◽
Vol 278
(3)
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pp. 976-988
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Keyword(s):
Keyword(s):