Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (Q4537810): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0363012900376013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1981365697 / rank | |||
Normal rank | |||
Latest revision as of 10:39, 30 July 2024
scientific article; zbMATH DE number 1758254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs |
scientific article; zbMATH DE number 1758254 |
Statements
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (English)
0 references
23 June 2002
0 references
portfolio selection
0 references
transaction cost
0 references
impulse control
0 references
quasi-variational inequalities
0 references
viscosity solutions
0 references
