Dynamic mean–variance problem with frictions
- Award ID(s):
- 1905449
- NSF-PAR ID:
- 10334549
- Date Published:
- Journal Name:
- Finance and Stochastics
- Volume:
- 26
- Issue:
- 2
- ISSN:
- 0949-2984
- Page Range / eLocation ID:
- 267 to 300
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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