INVESTING WITH LIQUID AND ILLIQUID ASSETS

DOI10.1111/mafi.12135zbMath1403.91306OpenAlexW3125891678MaRDI QIDQ4635034

Maxim Bichuch, Paolo Guasoni

Publication date: 13 April 2018

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/mafi.12135

zbMATH Keywords

hedgingtransaction costsportfolio choice

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Portfolio theory (91G10)

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