scholarly journals Asymptotic analysis for optimal investment and consumption with transaction costs

2004 ◽  
Vol 8 (2) ◽  
pp. 181-206 ◽  
Author(s):  
Karel Janecek ◽  
Steven E. Shreve
Keyword(s):  
Asymptotic Analysis ◽  
Transaction Costs ◽  
Optimal Investment ◽  
Optimal Investment And Consumption

Finite Horizon Optimal Investment and Consumption with Transaction Costs

2009 ◽  
Vol 48 (2) ◽  
pp. 1134-1154 ◽  
Author(s):  
Min Dai ◽  
Lishang Jiang ◽  
Peifan Li ◽  
Fahuai Yi
Keyword(s):  
Transaction Costs ◽  
Optimal Investment ◽  
Finite Horizon ◽  
Optimal Investment And Consumption
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