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An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes Choi, UJin; Jang, Bong-Gyu; Koo, Hyeng-Keun, APPLIED MATHEMATICS AND COMPUTATION, v.191, no.1, pp.239 - 252, 2007-08 |
Optimal consumption and investment decisions in the presence of transaction costs = 거래수수료 하에서의 최적 소비와 투자의 결정link Jang, Bong-Gyu; 장봉규; et al, 한국과학기술원, 2004 |
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