In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Optimal investment with operating costs proportional to the capital portfolio

S. N. Volkov

Steklov Mathematical Institute, Russian Academy of Sciences

MSC: 91B28, 91B30, 91B70, 60H10

Accepted: 03.10.1996

DOI: 10.4213/rm1023

 English version: Russian Mathematical Surveys, 1996, 51:6, 1227–1228

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