Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (Q2757311)

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scientific article; zbMATH DE number 1676825
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Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility.
scientific article; zbMATH DE number 1676825

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    26 November 2001
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    Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (English)
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