Goal-based portfolio selection with fixed transaction costs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bayraktar, Erhan, Han, Bingyan, Zhang, Jingjie
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Mathematical Finance Portfolio Management 49L20, 91G10, 49L25, 60H30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.21650