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Optimal portfolio of low liquid assets with a log-utility function |
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| Authors: | Koichi Matsumoto |
| Institution: | (1) Faculty of Economics, Kyushu University, 6-19-1 Hakozaki Higashi-ku, Fukuoka 812-8581 Fukuoka-shi, Japan |
| Abstract: | |
| Keywords: | Portfolio optimization liquidity log-utility function |
| 本文献已被 SpringerLink 等数据库收录！ | |