Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (Q2873152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs |
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Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (English)
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23 January 2014
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portfolio selection
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optimal investment
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consumption
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transaction costs
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multiple risky assets
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no-trading regions
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