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Marianne Akian · Study

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Marianne Akian

2 works· latest 2001· 1 institutionscluster: provisionalORCID 0000-0002-8569-7622

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i102

Citations266

Works here2

96

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Most cited in this library

On an Investment-Consumption Model with Transaction Costs1996 · 180 citations
Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility2001 · 86 citations

Works

2 shown

Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Mathematical Finance·2001·3 authors

86citations

On an Investment-Consumption Model with Transaction Costs

SIAM Journal on Control and Optimization·1996·3 authors·Open access

180citations