Characterization of optimal strategy for multi-asset investment and consumption with transaction costs

Min Dai, Xinfu Chen

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)857-883
Number of pages27
JournalSIAM Journal on Financial Mathematics
Volume4
Issue number1
DOIs
Publication statusPublished - 2013

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