Utility maximisation in a factor model with constant and proportional transaction costs
Crossref DOI link: https://doi.org/10.1007/s00780-018-00380-1
Published Online: 2018-12-19
Published Print: 2019-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belak, Christoph
Christensen, Sören
Text and Data Mining valid from 2018-12-19
Article History
Received: 9 January 2017
Accepted: 3 September 2018
First Online: 19 December 2018