@techreport{dumas:hal-00612308, TITLE = {{An exact solution to the portfolio choice problem under transactions costs}}, AUTHOR = {Dumas, Bernard and Luciano, Elisa}, URL = {https://hec.hal.science/hal-00612308}, NOTE = {Cahier de Recherche du Groupe HEC Paris, n{\textdegree} 350}, YEAR = {1990}, KEYWORDS = {solution ; portfolio ; choice ; problem ; transactions costs}, HAL_ID = {hal-00612308}, HAL_VERSION = {v1}, }