Pages that link to "Item:Q483699"
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The following pages link to Optimal consumption policies in illiquid markets (Q483699):
Displaying 12 items.
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption under uncertainty, liquidity constraints, and bounded rationality (Q1994382) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846) (← links)
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (Q3352793) (← links)
- Optimal consumption and investment with liquid and illiquid assets (Q5109978) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)