An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425): Difference between revisions

@@ Property / author @@
-Hyeng Keun Koo
@@ Property / author: Hyeng Keun Koo / rank @@
-Normal rank
@@ Property / author @@
+Hyeng Keun Koo
@@ Property / author: Hyeng Keun Koo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2007.02.100
+Normal rank
@@ Property / OpenAlex ID @@
+W2063484398
@@ Property / OpenAlex ID: W2063484398 / rank @@
+Normal rank
@@ Property / cites work @@
+Transactions costs and portfolio choice in a discrete-continuous-time setting
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Randomization and the American Put
@@ Property / cites work: Randomization and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996272
@@ Property / cites work: Q3996272 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:990425