Original language | English |
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Journal | Annals of Finance |
Volume | 12 |
Issue number | 3-4 |
Pages (from-to) | 335-361 |
ISSN | 1614-2446 |
DOIs | |
Publication status | Published - Dec 2016 |
Keywords
- Smooth investment
- Diffusive trading
- Trading costs
- Power utility
- Mean-square utility