MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2006.00273.x
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+W2042506154
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@@ Property / cites work @@
+On an Investment-Consumption Model with Transaction Costs
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+Transactions costs and portfolio choice in a discrete-continuous-time setting
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+Q4399897
@@ Property / cites work: Q4399897 / rank @@
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+Q5689624
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+Q3773481
@@ Property / cites work: Q3773481 / rank @@
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+A Numerical Method for Solving Singular Stochastic Control Problems
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+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
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+Optimum consumption and portfolio rules in a continuous-time model
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+A computational scheme for optimal investment - consumption with proportional transaction costs
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+Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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+Numerical schemes for investment models with singular transactions
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+Publication:5488977