"Maximization of the portfolio growth rate under fixed and proportional ..."

Jan Palczewski, Lukasz Stettner (2007)

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DOI: 10.4310/CIS.2007.V7.N1.A3

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jan Palczewski, Lukasz Stettner:
Maximization of the portfolio growth rate under fixed and proportional transaction costs. Commun. Inf. Syst. 7(1): 31-58 (2007)

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