scientific article; zbMATH DE number 1867091

zbMATH Open1037.91052MaRDI QIDQ4792525FDOQ4792525

Authors: Hong Liu 

Publication date: 2002

Title of this publication is not available (Why is that?)

Recommendations

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zbMATH Keywords

investmentconsumptiontransaction cost

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Cited In (10)

• Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
• Impulse control of portfolios with jumps and transaction costs
• Finite horizon optimal investment and consumption with CARA utility and proportional transaction costs
• The general structure of optimal investment and consumption with small transaction costs
• A computational scheme for optimal investment - consumption with proportional transaction costs
• Efficient non-contractible investments in large economies.
• Investment and consumption in regime-switching models with proportional transaction costs and log utility
• Optimal consumption and investment with fixed and proportional transaction costs
• 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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