@article{portfoliooptimizationundertransaction,
  title = {Portfolio Optimization under Transaction Costs with Recursive Preferences},
  author = {Martin Herdegen and David Hobson and Alex S. L. Tse},
  year = {2024},
  eprint = {2402.08387},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.08387v1},
}