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Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

Hong Liu
  • 作者Hong Liu
  • 卷第59卷
  • 期第1期
  • 印刷ISSN0022-1082
  • 电子ISSN1540-6261
  • 文件大小475.93KB
  • 发表时间2004
  • DOI10.1111/j.1540-6261.2004.00634.x
  • 页码289-338
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