✦ LIBER ✦

Optimal consumption and investment problems under GARCH with transaction costs

✍ Scribed by Zhiping Chen; K. C. Yuen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consumption-investment problems with tra

✍ Abel Cadenillas 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 200 KB

Asymptotic analysis for optimal investme

✍ Karel Janeček; StevenE. Shreve 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 486 KB

Stopping Problems of Certain Multiplicat

✍ Hideo Nagai 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 256 KB

Optimal Consumption Portfolio and No-Arb

✍ X. Chao; K. K. Lai; Shou-Yang Wang; Mei Yu 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 173 KB

Multiperiod consumption and portfolio de

✍ Zhiping Chen 📂 Article 📅 2005 🏛 Springer 🌐 German ⚖ 188 KB

Portfolio optimization problem under con

✍ Hiroshi Konno; Annista Wijayanayake 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 253 KB