Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956): Difference between revisions
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| Property / author | |||
| Property / author: J. Darrell Duffie / rank | |||
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| Property / author: J. Darrell Duffie / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work | |||
| Property / cites work: Q3042109 / rank | |||
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| Property / cites work: Q4086303 / rank | |||
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| Property / cites work: Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0165-1889(90)90004-z / rank | |||
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| Property / OpenAlex ID: W2016930922 / rank | |||
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Latest revision as of 09:23, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transactions costs and portfolio choice in a discrete-continuous-time setting |
scientific article |
Statements
Transactions costs and portfolio choice in a discrete-continuous-time setting (English)
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1990
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portfolio choice
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transaction costs
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