@article{oai:repository.dl.itc.u-tokyo.ac.jp:00040158, author = {Matsumoto, Koichi}, issue = {4}, journal = {Journal of mathematical sciences, the University of Tokyo}, month = {}, note = {application/pdf}, pages = {687--726}, title = {Optimal Portfolio of Low Liquid Assets with a Power Utility Function}, volume = {10}, year = {2003} }