Asymptotics with fixed transaction costs


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Date

2015-04

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric

Data

Abstract

An investor with constant relative risk aversion trades a safe and several risky assets with constant investment opportunities. For a small fixed transaction cost, levied on each trade regardless of its size, we explicitly determine the leading-order corrections to the frictionless value function and optimal policy.

Publication status

published

Editor

Book title

Volume

19 (2)

Pages / Article No.

363 - 414

Publisher

Springer

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Fixed transaction costs; Optimal investment and consumption; Homogenization; Viscosity solutions; Asymptotic expansions

Organisational unit

03899 - Muhle-Karbe, Johannes (ehemalig) check_circle
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus) check_circle

Notes

It was possible to publish this article open access thanks to a Swiss National Licence with the publisher.

Funding

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