Items where Author is "Dolinsky, Yan"

Bayraktar, Erhan, Czichowsky, Christoph ORCID: 0000-0002-3513-6843, Dolinskyi, Leonid and Dolinsky, Yan (2021) Short communication: a note on utility maximization with proportional transaction costs and stability of optimal portfolios. SIAM Journal on Financial Mathematics, 12 (4). SC115 - SC125. ISSN 1945-497X