Pages that link to "Item:Q483699"

The following pages link to Optimal consumption policies in illiquid markets (Q483699):

Displaying 6 items.

• Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
• Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
• Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)