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"Multivariate Utility Maximization with Proportional Transaction Costs and ..."

Giuseppe Benedetti, Luciano Campi (2012)

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DOI: 10.1137/110831064

access: closed

type: Journal Article

metadata version: 2020-07-09

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Giuseppe Benedetti, Luciano Campi:
Multivariate Utility Maximization with Proportional Transaction Costs and Random Endowment. SIAM J. Control. Optim. 50(3): 1283-1308 (2012)

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