Work

Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

Year: 2004

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.2004.00634.x

Author: Hong Liu

Institution: Washington University in St. Louis

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2115185486

FWCI: 18.53

Cites: 49

Cited by: 305

Related to: 10