AN EXACT SOLUTION TO A DYNAMIC PORTFOLIO CHOICE PROBLEM UNDER TRANSACTIONS COSTS

被引：207

作者：

DUMAS, B

LUCIANO, E

机构：

[1] UNIV PENN,HEC SCH MANAGEMENT,PHILADELPHIA,PA 19104

[2] NATL BUR ECON RES,CAMBRIDGE,MA 02138

[3] UNIV TURIN,I-10124 TURIN,ITALY

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 02期

关键词：

D O I：

10.2307/2328837

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：577 / 595

页数：19

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