Optimal consumption and investment under transaction costs* (Q5377181)
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scientific article; zbMATH DE number 7058330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment under transaction costs* |
scientific article; zbMATH DE number 7058330 |
Statements
Optimal consumption and investment under transaction costs* (English)
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23 May 2019
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Merton problem
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proportional transaction costs
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no transaction region
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well-posedness
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leverage
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