Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2004.00634.x/fullpdf
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3. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000
4. Risk sensitive asset management with transaction costs;Bielecki;Finance Stochastics,2000
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