Title of article
A computational scheme for optimal investment – consumption with proportional transaction costs
Author/Authors
Kumar Muthuraman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
28
From page
1132
To page
1159
Keywords
Portfolio optimization , Transaction costs , Hamilton – Jacobi – Bellmanequation , Stochastic control , Free boundary
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239029
Link To Document