THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400): Difference between revisions

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+.3148
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
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+Investment policies for expanding businesses optimal in a long‐run sense
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+On the structure of general mean-variance hedging strategies
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Continuous-Time Markowitz's Model with Transaction Costs
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+Portfolio Selection with Transaction Costs
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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