A Primer on Portfolio Choice with Small Transaction Costs
dc.contributor.author
Muhle-Karbe, Johannes
dc.contributor.author
Reppen, Max
dc.contributor.author
Soner, Mete
dc.date.accessioned
2017-12-13T10:06:18Z
dc.date.available
2017-11-22T08:58:13Z
dc.date.available
2017-12-13T10:06:18Z
dc.date.issued
2017-11
dc.identifier.issn
1941-1367
dc.identifier.other
10.1146/annurev-financial-110716-032445
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/211945
dc.language.iso
en
en_US
dc.publisher
Annual Reviews
en_US
dc.subject
transaction costs
en_US
dc.subject
optimal investment and consumption
en_US
dc.subject
asymptotic expansions
en_US
dc.subject
viscosity solutions
en_US
dc.title
A Primer on Portfolio Choice with Small Transaction Costs
en_US
dc.type
Review Article
ethz.journal.title
Annual Review of Financial Economics
ethz.journal.volume
9
en_US
ethz.journal.issue
1
en_US
ethz.pages.start
301
en_US
ethz.pages.end
331
en_US
ethz.code.jel
G1 - General Financial Markets::G11 - Portfolio Choice; Investment Decisions
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Palo Alto, CA
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.relation.isNewVersionOf
handle/20.500.11850/123928
ethz.date.deposited
2017-11-22T08:58:32Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-12-13T10:14:01Z
ethz.rosetta.lastUpdated
2020-02-15T10:22:40Z
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Review Article [3490]