A Primer on Portfolio Choice with Small Transaction Costs
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Author
Date
2017-11Type
- Review Article
Publication status
publishedExternal links
Journal / series
Annual Review of Financial EconomicsVolume
Pages / Article No.
Publisher
Annual ReviewsSubject
transaction costs; optimal investment and consumption; asymptotic expansions; viscosity solutionsOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
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Is new version of: http://hdl.handle.net/20.500.11850/123928
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