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    2008
    IEEE
    110views Control Systems» more  CDC 2008»
    Multistage investments with recourse: A single-asset case with transaction costs
    14 years 6 months ago
    Multistage investments with recourse: A single-asset case with transaction costs
    Download  www.cds.caltech.edu
    — We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
    Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
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