A multi-asset investment and consumption problem with transaction costs (Q1999598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-asset investment and consumption problem with transaction costs |
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A multi-asset investment and consumption problem with transaction costs (English)
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27 June 2019
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portfolio choice
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transaction costs
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multiple assets
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Hamilton-Jacobi-Bellman equation
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free boundary value problem
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