Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

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Author
Altarovici, Albert
Reppen, Max
Soner, H. Mete
Date
2016-10
Type
  • Working Paper
Publication status
published
External links
http://arxiv.org/abs/1610.03958
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Journal / series
arXiv
Pages
arXiv:1610.03958
Publisher
Cornell University
Organisational unit
03844 - Soner, Mete
Notes
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