Multi-asset investment-consumption model with transaction costs (Q2567303)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset investment-consumption model with transaction costs |
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Multi-asset investment-consumption model with transaction costs (English)
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29 September 2005
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finance
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investment-consumption and portfolio models
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HJB equation
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viscosity solution
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transaction costs
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discount factor
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