References

• 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
• 1990Portfolio Selection with Transaction Costs1,318 cited
• 1986Capital Market Equilibrium with Transaction Costs1,096 cited
• 1994Optimal Investment and Consumption with Transaction Costs622 cited
• 1999Transaction costs and predictability: some utility cost calculations484 cited
• 1976Portfolio selection with transactions costs431 cited
• 1991An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs401 cited
• 2004Asset Prices and Trading Volume under Fixed Transactions Costs346 cited
• 2004Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets305 cited
• 1987Discontinuous solutions of deterministic optimal stopping time problems234 cited
• 1997An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs223 cited
• 1995OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS219 cited
• 2000Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior208 cited
• 2011Weak Dynamic Programming Principle for Viscosity Solutions190 cited
• 2009Markets with Transaction Costs