@inproceedings{86089c513c1447ec84470cb873a72094,
title = "Portfolio selection with transaction costs",
abstract = "The author studies a stochastic optimization problem modeling the consumption and investment problem of a single agent. The model contains linear transaction costs and has been already studied by M. H. A. Davis and A. R. Norman (1990). However, in the present work, the author carries out the analysis under minimal assumptions and also for the deterministic case.",
author = "Soner, {H. Mete}",
year = "1991",
language = "English (US)",
isbn = "0780304500",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Publ by IEEE",
pages = "1317--1320",
booktitle = "Proceedings of the IEEE Conference on Decision and Control",
note = "Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3) ; Conference date: 11-12-1991 Through 13-12-1991",
}