Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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Publication:3919406
DOI10.1287/mnsc.25.11.1127zbMath0466.90005OpenAlexW1994336709MaRDI QIDQ3919406
Publication date: 1979
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.25.11.1127
financecapital market equilibriummultiperiod frameworkconvex transactions costsoptimal consumption and investment decisions
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