Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (Q2873152): Difference between revisions

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Latest revision as of 22:01, 19 March 2024

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Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs
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    Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (English)
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    23 January 2014
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    portfolio selection
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    optimal investment
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    consumption
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    transaction costs
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    multiple risky assets
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    no-trading regions
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