The Journal of Finance · 1991 · 71 citations · 0 references
BusinessEconomicsFinanceFinancial EconomicsOptimizationPortfolio ManagementAsset AllocationDynamic ProgrammingPortfolio OptimizationPortfolio SelectionPortfolio TheoryTransaction Cost EconomicsDynamic Portfolio ChoiceDynamic Portfolio ManagementOptimal InvestmentOptimal Portfolio ChoiceOptimization Under Transaction CostsPortfolio Choice TheoryTransaction Cost Minimization