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Yuri Kabanov and Mher Safarin: Markets with transaction costs

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  • Evert Wipplinger

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  • Evert Wipplinger, 2011. "Yuri Kabanov and Mher Safarin: Markets with transaction costs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 107-108, March.
    • Handle: RePEc:kap:fmktpm:v:25:y:2011:i:1:p:107-108
    DOI: 10.1007/s11408-010-0148-4
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    References listed on IDEAS

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    1. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    2. M. H. A. Davis & A. R. Norman, 1990. "Portfolio Selection with Transaction Costs," Mathematics of Operations Research, INFORMS, vol. 15(4), pages 676-713, November.
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