Items where Author is "Dolinskyi, Leonid"

Article

Bayraktar, Erhan, Czichowsky, Christoph, 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