Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
Chang, Mou-Hsiung
Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
DOI : https://doi.org/10.1155/2007/82753
EUDML-ID : urn:eudml:doc:54513 
@article{05255163,
     title = {Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2007},
     year = {2007},
     doi = {10.1155/2007/82753},
     zbl = {1145.91021},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05255163}
}

Chang, Mou-Hsiung. Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007) . doi : 10.1155/2007/82753. http://gdmltest.u-ga.fr/item/05255163/