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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1016/j.amc.2007.02.100
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+W2063484398
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@@ Property / cites work @@
+Transactions costs and portfolio choice in a discrete-continuous-time setting
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+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
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@@ Property / cites work @@
+Randomization and the American Put
@@ Property / cites work: Randomization and the American Put / rank @@
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@@ Property / cites work @@
+Q3996272
@@ Property / cites work: Q3996272 / rank @@
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