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Applications to Finance

Chapter
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Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 25)

Keywords

Utility Function Transaction Cost Risky Asset Initial Wealth Portfolio Selection Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, Inc. 2006

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