Transaction costs in finance and inventory research

Author:

Girlich Hans-Joachim

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Management Science and Operations Research,Economics and Econometrics,General Business, Management and Accounting

Reference41 articles.

1. On an investment–consumption model with transaction costs;Akian;SIAM Journal of Control and Optimization,1996

2. Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility;Akian;Mathematical Finance,2001

3. Stochastic Differential Equations: Theory and Applications;Arnold,1974

4. Arrow, K., Karlin, S., Scarf, H. (Eds.), 1958. Studies in the Mathematical Theory of Inventory and Production. Stanford University Press, Stanford, CA.

5. Inventory Control;Axsäter,2000

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