Pages that link to "Item:Q1926415"
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The following pages link to Merton problem in a discrete market with frictions (Q1926415):
Displaying 4 items.
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)