A multi-asset investment and consumption problem with transaction costs

David Hobson, Alex S. L. Tse, Yeqi Zhu

Year of publication:	2019
Authors:	Hobson, David G. ; Tse, Alex S. L. ; Zhu, Yeqi
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 3, p. 641-676
Subject:	Portfolio choice \| Transaction costs \| Multiple assets \| Hamilton-Jacobi-Bellman equation \| Free boundary value problem \| Transaktionskosten \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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