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Hereditary Portfolio Optimization

Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 59)

Keywords

Transaction Cost Stock Price Viscosity Solution Control State Process Geometric Brownian Motion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

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