An exact solution to the portfolio choice problem under transactions costs - HEC Paris - École des hautes études commerciales de Paris Access content directly
Reports Year :

An exact solution to the portfolio choice problem under transactions costs

Bernard Dumas
  • Function : Author
HEC Paris - Recherche - Hors Laboratoire
Elisa Luciano
  • Function : Author

Domains

Strategy and business policy

Antoine Haldemann  : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00612308

Submitted on : Thursday, July 28, 2011-4:21:19 PM

Last modification on : Saturday, June 25, 2022-10:52:36 AM

Not file

Dates and versions

hal-00612308 , version 1 (28-07-2011)

Identifiers

  • HAL Id : hal-00612308 , version 1

Cite

Bernard Dumas, Elisa Luciano. An exact solution to the portfolio choice problem under transactions costs. 1990. ⟨hal-00612308⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

HEC LARA
65 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More