No label defined (Q4406640)
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scientific article; zbMATH DE number 1936770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1936770 |
Statements
25 June 2003
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mean-variance approach
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one-period setting
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optimal investment under transaction costs
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Black-Scholes setting
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