Optimal consumption and sale strategies for a risk averse agent
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- David Hobson & Alex S. L. Tse & Yeqi Zhu, 2016. "Optimal consumption and investment under transaction costs," Papers 1612.00720, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-UPT-2014-10-03 (Utility Models and Prospect Theory)
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