An exact solution to the portfolio choice problem under transactions costs

Reports Year :

(1) ,

1

Bernard Dumas

HEC Paris - Recherche - Hors Laboratoire

Elisa Luciano

solution portfolio choice problem transactions costs

Humanities and Social Sciences Business administration Strategy and business policy

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

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

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