带交易成本的时间一致风险控制与投资策略
Time-Consistent Risk Control and Investment Strategies With Transaction Costs
带交易成本的时间一致风险控制与投资策略 |
| 王彦凯,彭幸春 |
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Time-Consistent Risk Control and Investment Strategies With Transaction Costs |
| Yankai Wang,Xingchun Peng |
| 图3 交易成本水平 |
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