Growth-Optimal Strategies with Quadratic Friction Over Finite-Time Investment Horizons
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- Sergei Maslov & Yi-Cheng Zhang, 1998. "Optimal Investment Strategy for Risky Assets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 377-387.
- Sergei Maslov & Yi-Cheng Zhang, 1998. "Optimal Investment Strategy for Risky Assets," Papers cond-mat/9801240, arXiv.org.
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