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Title: The effect of stochastic volatility on portfolio optimization with transaction costs.
Author: Weiner, Scott M.
ISNI:       0000 0001 3565 4504
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 2000
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Economics & economic theory