A Primer on Portfolio Choice with Small Transaction Costs

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Author
Muhle-Karbe, Johannes
Reppen, Max
Soner, H. Mete
Date
2017-11
Type
  • Review Article
Publication status
published
External links
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Journal / series
Annual Review of Financial Economics
Volume
9(1)
Pages / Article No.
301 - 331
Publisher
Annual Reviews
Subject
transaction costs; optimal investment and consumption; asymptotic expansions; viscosity solutions
Organisational unit
03844 - Soner, Mete / Soner, Mete  
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