Pages that link to "Item:Q483699"
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The following pages link to Optimal consumption policies in illiquid markets (Q483699):
Displayed 5 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)