Note—Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income
Published Online:1 Apr 1976https://doi.org/10.1287/mnsc.22.8.921
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Volume 22, Issue 8
April 1976
Pages 829-925
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- Published Online:April 01, 1976
© 1976 INFORMS
Cite as
George M. Constantinides, (1976) Note—Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income. Management Science 22(8):921-923.
https://doi.org/10.1287/mnsc.22.8.921
