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Multiperiod Consumption and Investment Behavior with Convex Transactions Costs

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2006MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS126 cited
1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences126 cited
1992Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters97 cited
1987Residential mobility and housing tenure choice

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