scientific article; zbMATH DE number 1867091
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Publication:4792525
zbMATH Open1037.91052MaRDI QIDQ4792525FDOQ4792525
Publication date: 2002
Title of this publication is not available (Why is that?)
Recommendations
- Optimal consumption and investment with fixed and proportional transaction costs
- Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
- Optimal investment and consumption with transaction costs
- Asymptotic analysis of optimal investment and consumption with transaction costs.
- Finite horizon optimal investment and consumption with transaction costs
Cited In (6)
- Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
- Impulse control of portfolios with jumps and transaction costs
- A computational scheme for optimal investment - consumption with proportional transaction costs
- Efficient non-contractible investments in large economies.
- Optimal investment in the foreign exchange market with proportional transaction costs
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
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