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"Investment-consumption optimization with transaction cost and learning ..."

Ning Wang, Tak Kuen Siu (2024)

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DOI: 10.1016/J.EJOR.2024.06.024

access: open

type: Journal Article

metadata version: 2024-12-09

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  - journals/eor/WangS24
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Ning Wang, Tak Kuen Siu:
Investment-consumption optimization with transaction cost and learning about return predictability. Eur. J. Oper. Res. 318(3): 877-891 (2024)

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