@article{10_4064_am32_4_3,
     author = {{\L}ukasz Stettner},
     title = {Discrete time risk sensitive portfolio
 optimization with consumption and
 proportional transaction costs},
     journal = {Applicationes Mathematicae},
     pages = {395--404},
     publisher = {mathdoc},
     volume = {32},
     number = {4},
     year = {2005},
     doi = {10.4064/am32-4-3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am32-4-3/}
}