A multi-asset investment and consumption problem with transaction costs
Crossref DOI link: https://doi.org/10.1007/s00780-019-00391-6
Published Online: 2019-05-28
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hobson, David
Tse, Alex S. L.
Zhu, Yeqi
Text and Data Mining valid from 2019-05-28
Version of Record valid from 2019-05-28
Article History
Received: 10 November 2016
Accepted: 5 March 2019
First Online: 28 May 2019