Mean-variance hedging under transaction costs

Eric Beutner. Mean-variance hedging under transaction costs. Math. Meth. of OR, 65(3):539-557, 2007. [doi]

@article{Beutner07,
  title = {Mean-variance hedging under transaction costs},
  author = {Eric Beutner},
  year = {2007},
  doi = {10.1007/s00186-006-0134-9},
  url = {http://dx.doi.org/10.1007/s00186-006-0134-9},
  researchr = {https://researchr.org/publication/Beutner07},
  cites = {0},
  citedby = {0},
  journal = {Math. Meth. of OR},
  volume = {65},
  number = {3},
  pages = {539-557},
}