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

Min Dai, Xinfu Chen

Research output: Journal article publication › Journal article › Academic research › peer-review

19 Citations (Scopus)

Original language	English
Pages (from-to)	857-883
Number of pages	27
Journal	SIAM Journal on Financial Mathematics
Volume	4
Issue number	1
DOIs	https://doi.org/10.1137/120898991
Publication status	Published - 2013

More information

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