TRANSACTION COSTS: A NEW POINT OF VIEW

DOI10.1142/S0219024901001000zbMath1153.91460arXivcond-mat/9907339OpenAlexW1957312062MaRDI QIDQ3523576

Roberto Baviera

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9907339

Mathematics Subject Classification ID

Cites Work

• A Mathematical Theory of Communication
• Optimum consumption and portfolio rules in a continuous-time model
• Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
• A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
• On an Investment-Consumption Model with Transaction Costs

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