The general structure of optimal investment and consumption with small transaction costs

Jan Kallsen, Johannes Muhle-Karbe

Year of publication:	July 2017
Authors:	Kallsen, Jan ; Muhle-Karbe, Johannes
Published in:	Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 3, p. 659-703
Subject:	transaction costs \| optimal investment and consumption \| trading volume \| asymptotics \| Transaktionskosten \| Transaction costs \| Portfolio-Management \| Portfolio selection \| Handelsvolumen der Börse \| Trading volume \| Nachfragetheorie des Haushalts \| Consumer demand theory

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