scholarly journals Optimal consumption and investment under transaction costs*

2018 ◽  
Vol 29 (2) ◽  
pp. 483-506 ◽  
Author(s):  
David Hobson ◽  
Alex S. L. Tse ◽  
Yeqi Zhu
Keyword(s):  
Transaction Costs ◽  
Optimal Consumption ◽  
Optimal Consumption And Investment

scholarly journals Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

2017 ◽  
Vol 55 (3) ◽  
pp. 1673-1710 ◽  
Author(s):  
Albert Altarovici ◽  
Max Reppen ◽  
H. Mete Soner
Keyword(s):  
Transaction Costs ◽  
Optimal Consumption ◽  
Proportional Transaction Costs ◽  
Optimal Consumption And Investment

创业企业家的最优消费与投资<br>Optimal Consumption and Investment for an Entrepreneur

Finance ◽  
2011 ◽  
Vol 01 (01) ◽  
pp. 1-6
Author(s):  
杨 金强
Keyword(s):  
Optimal Consumption ◽  
Optimal Consumption And Investment

Deterministic mean-variance-optimal consumption and investment

Stochastics ◽  
2013 ◽  
Vol 85 (4) ◽  
pp. 620-636 ◽  
Author(s):  
Marcus Christiansen ◽  
Mogens Steffensen
Keyword(s):  
Optimal Consumption ◽  
Optimal Consumption And Investment ◽  
Mean Variance
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