Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10014489962
This paper considers the optimal consumption and investiment policy for an investor who has available one bank account paying a fixed interest rate r and n risky assets whose prices are log-normal diffusions. We suppose that transactions between the assets incur a cost proportional to the size...
Persistent link: https://www.econbiz.de/10010750223
Persistent link: https://www.econbiz.de/10010528389
Persistent link: https://www.econbiz.de/10011957105
Persistent link: https://www.econbiz.de/10012253672
Persistent link: https://www.econbiz.de/10012058167