Benefits of fluctuating exchange rates on the investor's wealth

DOI10.1155/2022/5595610zbMATH Open1499.91114OpenAlexW4286490603MaRDI QIDQ2676205FDOQ2676205

Authors: Obonye Doctor, E. M. Lungu 

Publication date: 27 September 2022

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/5595610

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Mathematics Subject Classification ID

Portfolio theory (91G10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Portfolio Selection with Transaction Costs
• Optimal investment and consumption with transaction costs
• Portfolio selection with transactions costs
• Asymptotic analysis of optimal investment and consumption with transaction costs.
• Explicit solutions of some utility maximization problems in incomplete markets
• Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
• Optimal Investment With Undiversifiable Income Risk

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