Optimal consumption and investment with transaction costs and multiple risky assets
Year of publication: |
2004
|
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Authors: | Liu, Hong |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 1, p. 289-338
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Transaktionskosten | Transaction costs | Theorie | Theory |
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