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An exact solution to the portfolio choice problem under transactions costs

Bernard Dumas 1 Elisa Luciano
1 HEC Paris - Recherche - Hors Laboratoire
Mots-clés : solution portfolio choice problem transactions costs
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https://hal-hec.archives-ouvertes.fr/hal-00612308
Contributor : Antoine Haldemann <>
Submitted on : Thursday, July 28, 2011 - 4:21:19 PM
Last modification on : Friday, September 16, 2016 - 3:21:06 PM

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  • HAL Id : hal-00612308, version 1

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

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