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Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs

Gary D. Eppen and Eugene F. Fama
International Economic Review
Vol. 10, No. 2 (Jun., 1969), pp. 119-133
DOI: 10.2307/2525547
Stable URL: http://www.jstor.org/stable/2525547
Page Count: 15
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Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
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