TY  - JOUR
AU  - Łukasz Stettner
TI  - Discrete time risk sensitive portfolio
 optimization with consumption and
 proportional transaction costs
JO  - Applicationes Mathematicae
PY  - 2005
SP  - 395
EP  - 404
VL  - 32
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am32-4-3/
DO  - 10.4064/am32-4-3
LA  - en
ID  - 10_4064_am32_4_3
ER  -