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Optimal consumption and investment with liquid and illiquid assets File

Choi, Jin Hyuk

Article Issue Date2020-04 View119
Optimal Investment in an Illiquid Market with Search Frictions and Transaction Costs File

Gang, Tae Ung , Choi, Jin Hyuk

Article Issue Date2023-08 View110
SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS File

Choi, Jin Hyuk , Sirbu, Mihai , Zitkovic, Gordan

Article Issue Date2013 View85
The effects of errors in means, variances, and correlations on the mean-variance framework File

Chung, Munki , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-10 View138
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