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"The dual optimizer for the growth-optimal portfolio under transaction costs."

Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer (2013)

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DOI: 10.1007/S00780-011-0165-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer:
The dual optimizer for the growth-optimal portfolio under transaction costs. Finance Stochastics 17(2): 325-354 (2013)

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