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  • Search: subject:"Merton problem"
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Year of publication
Subject
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Intertemporal choice 1 Intertemporale Entscheidung 1 Merton problem 1 Nutzenfunktion 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Transaction costs 1 Transaktionskosten 1 Utility function 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Soner, Halil Mete 1 Touzi, Nizar 1
Published in...
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Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
Source
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ECONIS (ZBW) 1
Showing 1 - 1 of 1
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Homogenization and asymptotics for small transaction costs
Soner, Halil Mete; Touzi, Nizar - 2012
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional …
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