Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs
2015 ◽
Vol 243
(3)
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pp. 921-931
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2012 ◽
Vol 19
(3)
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pp. 265-298
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2020 ◽
Vol 32
(23)
◽
pp. 17229-17244
2001 ◽
Vol 34
(8)
◽
pp. 295-300
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