Transactions costs and portfolio choice in a discrete-continuous-time setting
Open Access
- 1 February 1990
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 14 (1) , 35-51
- https://doi.org/10.1016/0165-1889(90)90004-z
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Capital Market Equilibrium with Transaction CostsJournal of Political Economy, 1986
- Option Pricing and Replication with Transactions CostsThe Journal of Finance, 1985
- ErratumJournal of Economic Theory, 1973
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility FunctionsEconometrica, 1970