"Utility Maximization with Proportional Transaction Costs Under Model ..."

Shuoqing Deng, Xiaolu Tan, Xiang Yu (2020)

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DOI: 10.1287/MOOR.2019.1029

access: closed

type: Journal Article

metadata version: 2021-09-16

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  - https://dblp.org/rec/journals/mor/DengTY20
Shuoqing Deng, Xiaolu Tan, Xiang Yu:
Utility Maximization with Proportional Transaction Costs Under Model Uncertainty. Math. Oper. Res. 45(4): 1210-1236 (2020)

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