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

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+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
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+Q5689624
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+Q3773481
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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
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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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