Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization with Proportional Transaction Costs Under Model Uncertainty |
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Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (English)
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8 January 2021
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utility maximization
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transaction costs
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model uncertainty
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randomization method
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convex duality
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utility indifference pricing
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