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Asymptotics for fixed transaction costs
Albert Altarovici
, Johannes Muhle-Karbe
,
Halil Mete Soner
Research output
:
Contribution to journal
›
Article
›
peer-review
28
Scopus citations
Overview
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Mathematics
Asymptotics
100%
Function Value
100%
Optimal Policy
100%
Risky Asset
100%
Relative Risk
100%
Risk Aversion
100%
Keyphrases
Fixed Transaction Costs
100%
Value Function
50%
Leading Order
50%
Optimal Policy
50%
Constant Relative Risk Aversion
50%
Investment Opportunities
50%
Risky Assets
50%
Economics, Econometrics and Finance
Transaction Costs
100%
Investors
50%
Investment Opportunity
50%