Pages that link to "Item:Q5109978"
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The following pages link to Optimal consumption and investment with liquid and illiquid assets (Q5109978):
Displaying 8 items.
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (Q3352793) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)