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"Log-optimal investment in the long run with proportional transaction costs ..."

Petr Dostál, Jana Klujová (2015)

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DOI: 10.14736/KYB-2015-4-0588

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
  - journals/kybernetika/DostalK15
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  - https://dblp.org/rec/journals/kybernetika/DostalK15
Petr Dostál, Jana Klujová:
Log-optimal investment in the long run with proportional transaction costs when using shadow prices. Kybernetika 51(4): 588-628 (2015)

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