%0 Journal Article
%A Łukasz Stettner
%T Discrete time risk sensitive portfolio
 optimization with consumption and
 proportional transaction costs
%J Applicationes Mathematicae
%D 2005
%P 395-404
%V 32
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am32-4-3/
%R 10.4064/am32-4-3
%G en
%F 10_4064_am32_4_3