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Portfolio Optimization under Transaction Costs with Recursive Preferences

Fuente: arXiv

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Bibliographic Details
Main Authors:	Herdegen, Martin, Hobson, David, Tse, Alex S. L.
Format:	Preprint
Published:	2024
Subjects:	General Economics Economics Mathematical Finance Portfolio Management 93E20, 60H20, 49L20, 91B16, 91G10
Online Access:	Acceder al recurso
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