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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