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A multi-asset investment and consumption problem with transaction costs
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Hobson, David, Tse, Alex S. L. and Zhu, Yeqi (2019) A multi-asset investment and consumption problem with transaction costs. Finance and Stochastics, 23 (3). pp. 641-676. doi:10.1007/s00780-019-00391-6 ISSN 0949-2984.
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Official URL: http://dx.doi.org/10.1007/s00780-019-00391-6
Item Type: | Journal Article | ||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Journal or Publication Title: | Finance and Stochastics | ||||||
Publisher: | Springer | ||||||
ISSN: | 0949-2984 | ||||||
Official Date: | July 2019 | ||||||
Dates: |
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Volume: | 23 | ||||||
Number: | 3 | ||||||
Page Range: | pp. 641-676 | ||||||
DOI: | 10.1007/s00780-019-00391-6 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Open Access (Creative Commons) |
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