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Necessary conditions for the existence of utility maximizing strategies under transaction costs - MaRDI portal

Necessary conditions for the existence of utility maximizing strategies under transaction costs (Q4668521)

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scientific article; zbMATH DE number 2158971
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Necessary conditions for the existence of utility maximizing strategies under transaction costs
scientific article; zbMATH DE number 2158971

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    Necessary conditions for the existence of utility maximizing strategies under transaction costs (English)
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    19 April 2005
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    asymptotic elasticity
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    counterexamples
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