The following pages link to (Q4675662):
Displaying 5 items.
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Merton problem in a discrete market with frictions (Q1926415) (← links)
- (Q5857052) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)