Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|1|289-338

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.1, 2004-02, pp. : 289-338

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Abstract