On an investment-consumption model with transaction costs: an asymptotic analysis (Q4994412): Difference between revisions

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+https://doi.org/10.1080/13504869700000003
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+On an Investment-Consumption Model with Transaction Costs
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+PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
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+Portfolio management with transaction costs
@@ Property / cites work: Portfolio management with transaction costs / rank @@
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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+Q3910361
@@ Property / cites work: Q3910361 / rank @@
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q5682682
@@ Property / cites work: Q5682682 / rank @@
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