Number of items: 2.
2019
Hobson, David G., Tse, Alex Sing-Lam and Zhu, Yeqi
(2019)
Optimal consumption and investment under transaction costs.
Mathematical Finance, 29
(2).
pp. 483-506.
doi:10.1111/mafi.12187
(In Press)
2016
Hobson, David G. and Zhu, Yeqi
(2016)
Optimal consumption and sale strategies for a risk averse agent.
SIAM Journal on Financial Mathematics, 7
(1).
pp. 674-719.
doi:10.1137/140982738
This list was generated on Fri Feb 26 22:44:37 2021 GMT.
