Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios

Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios

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Veröffentlicht in:SIAM journal on financial mathematics 2021-01, Vol.12 (4), p.SC115-SC125
Hauptverfasser: Bayraktar, Erhan, Czichowsky, Christoph, Dolinskyi, Leonid, Dolinsky, Yan
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container_end_page SC125
container_issue 4
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container_title SIAM journal on financial mathematics
container_volume 12
creator Bayraktar, Erhan
Czichowsky, Christoph
Dolinskyi, Leonid
Dolinsky, Yan
description
doi_str_mv 10.1137/21M1431382
format Article
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title Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios
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