An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425): Difference between revisions
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Property / cites work: Transactions costs and portfolio choice in a discrete-continuous-time setting / rank | |||
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Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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Property / cites work: Multiperiod Consumption and Investment Behavior with Convex Transactions Costs / rank | |||
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Property / cites work: Portfolio Selection with Transaction Costs / rank | |||
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Property / cites work: Optimal investment and consumption with transaction costs / rank | |||
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Property / cites work: Randomization and the American Put / rank | |||
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Property / cites work: Q3996272 / rank | |||
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Latest revision as of 04:01, 3 July 2024
scientific article
Language | Label | Description | Also known as |
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English | An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes |
scientific article |
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An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (English)
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1 September 2010
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optimal investment
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optimal consumption
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transaction cost
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random lifetime
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free boundary
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