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Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach - MaRDI portal

Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach

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Publication:6671993

DOI10.1080/1350486X.2024.2357200MaRDI QIDQ6671993

Author name not available (Why is that?), Jérôme Lelong, Areski Cousin

Publication date: 27 January 2025

Published in: Applied Mathematical Finance (Search for Journal in Brave)






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