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20072025
most citedLinearization and local stability of random dynamical systems

1 citations · 1 across the 8 of their papers we have counts for

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q-fin.PM2009

Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model

Wael Bahsoun, Igor V. Evstigneev, Michael I. Taksar

The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural general…