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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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Reports
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https://hal-hec.archives-ouvertes.fr/hal-00612308
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, July 28, 2011 - 4:21:19 PM
Last modification on : Saturday, June 25, 2022 - 10:52:36 AM

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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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