Pages that link to "Item:Q2360794"
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The following pages link to Investment and consumption in regime-switching models with proportional transaction costs and log utility (Q2360794):
Displaying 4 items.
- Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779) (← links)
- The consumption-investment decision of a prospect theory household: a two-period model with an endogenous second period reference level (Q2283139) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- A finite-horizon optimal investment and consumption problem using regime-switching models (Q2874733) (← links)