Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360): Difference between revisions

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+Proper Efficient Points for Maximizations with Respect to Cones
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+No Arbitrage in Discrete Time Under Portfolio Constraints
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Q2766840
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+Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup>
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+Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+A simple approach to arbitrage pricing theory
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+Martingales and arbitage in securities markets with transaction costs
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimum consumption and portfolio rules in a continuous-time model
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+Convex Analysis
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+Optimal consumption and arbitrage in incomplete, finite state security markets
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+Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup>
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+Portfolio selection and asset pricing
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+Arbitrage theory. Introductory lectures on arbitrage-based financial asset pricing
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