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Sutee Mokkhavesa · Study

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Sutee Mokkhavesa

2 works· latest 2004· 1 institutionscluster: provisional

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i102

Citations68

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Most cited in this library

Multi‐asset portfolio optimization with transaction cost2004 · 39 citations
Perturbation solution of optimal portfolio theory with transaction costs for any utility function2002 · 29 citations

Works

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Multi‐asset portfolio optimization with transaction cost

Applied Mathematical Finance·2004·2 authors

39citations

Perturbation solution of optimal portfolio theory with transaction costs for any utility function

IMA Journal of Management Mathematics·2002·1 author

29citations