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  • Search: subject:"Continuous-time investment and consumption problem"
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Capital income 1 Continuous-time investment and consumption problem 1 Execution costs 1 Forecasting model 1 Kapitaleinkommen 1 Linear temporary price impact 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Return predictability 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 Utility maximization 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ma, Guiyuan 1 Siu, Chi Chung 1 Zhu, Song-Ping 1
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Economic modelling 1
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Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: Economic modelling 88 (2020), pp. 408-419
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