%0 Report %T An exact solution to the portfolio choice problem under transactions costs %+ HEC Paris - Recherche - Hors Laboratoire %A Dumas, Bernard %A Luciano, Elisa %Z Cahier de Recherche du Groupe HEC Paris, n° 350 %8 1990 %D 1990 %K solution %K portfolio %K choice %K problem %K transactions costs %Z Humanities and Social Sciences/Business administration/domain_shs.gestion.stratReports %G English %L hal-00612308 %U https://hec.hal.science/hal-00612308 %~ SHS %~ HEC %~ LARA