RISS 검색 - 학위논문 상세보기

다국어 입력

あぁかがさざただなはばぱまやゃらわゎんいぃきぎしじちぢにひびぴみりうぅくぐすずつづっぬふぶぷむゆゅるえぇけげせぜてでねへべぺめれおぉこごそぞとどのほぼぽもよょろを

アァカサザタダナハバパマヤャラワヮンイィキギシジチヂニヒビピミリウゥクグスズツヅッヌフブプムユュルエェケゲセゼテデヘベペメレオォコゴソゾトドノホボポモヨョロヲ ―

http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.

변환된 중국어를 복사하여 사용하시면 됩니다.

예시)

中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.

ㅥ ㅦ ㅧ ㅨ ㅩ ㅪ ㅫ ㅬ ㅭ ㅮ ㅯ ㅰ ㅱ ㅲ ㅳ ㅴ ㅵ ㅶ ㅷ ㅸ ㅹ ㅺ ㅻ ㅼ ㅽ ㅾ ㅿ ㆀ ㆁ ㆂ ㆃ ㆄ ㆅ ㆆ ㆇ ㆈ ㆉ ㆊ ㆋ ㆌ ㆍ ㆎ

Α Β Γ Δ Ε Ζ Η Θ Ι Κ Λ Μ Ν Ξ Ο Π Ρ Σ Τ Υ Φ Χ Ψ Ω α β γ δ ε ζ η θ ι κ λ μ ν ξ ο π ρ σ τ υ φ χ ψ ω

á à Á À é è É È ç Ç ê

Ä Ö Ü ä ö ü ß

ְ ֳ ֲ ֱ ָ ַ ֵ ֶ ִ ֹ ּ ֻ ׂ ׁ ּ פ ם ן ו ט א ר ק ף ך ל ח י ע כ ג ד ש ץ ת צ מ נ ה ב

‘ ’ “ ” 〔〕〈〉「」『』【】＂（）［］｛｝

± × ÷ ≠ ≤ ≥ ∞ ∴ ♂ ♀ ∠ ⊥ ⌒ ∂ ∇ ≡ ≒ ≪ ≫ √ ∽ ∝ ∵ ∫ ∬ ∈ ∋ ⊆ ⊇ ⊂ ⊃ ∪ ∩ ∧ ∨ ￢ ⇒ ⇔ ∀ ∃ ∮ ∑ ∏ ＋－＜＝＞

、。 · ‥ … ¨ 〃 ― ∥ ＼ ∼ ´ ～ ˇ ˘ ˝ ˚ ˙ ¸ ˛ ¡ ¿ ː ！＇，．／：；？＾＿｀｜

½ ⅓ ⅔ ¼ ¾ ⅛ ⅜ ⅝ ⅞ ¹ ² ³ ⁴ ⁿ ₁ ₂ ₃ ₄

Æ Ð Ħ Ĳ Ł Ø Œ Þ Ŧ Ŋ æ đ ð ħ ı ĳ ĸ ŀ ł ø œ ß þ ŧ ŋ ŉ

А Б В Г Д Е Ё Ж З И Й К Л М Н О П Р С Т У Ф Х Ц Ч Ш Щ Ъ Ы Ь Э Ю Я а б в г д е ё ж з и й к л м н о п р с т у ф х ц ч ш щ ъ ы ь э ю я

′ ″ ℃ Å ￠￡￥ ¤ ℉ ‰ ＄％Ｆ￦㎕㎖㎗ ℓ ㎘㏄㎣㎤㎥㎦㎙㎚㎛㎜㎝㎞㎟㎠㎡㎢㏊㎍㎎㎏㏏㎈㎉㏈㎧㎨㎰㎱㎲㎳㎴㎵㎶㎷㎸㎹㎀㎁㎂㎃㎄㎺㎻㎽㎾㎿㎐㎑㎒㎓㎔ Ω ㏀㏁㎊㎋㎌㏖㏅㎭㎮㎯㏛㎩㎪㎫㎬㏝㏐㏓㏃㏉㏜㏆

§ ※ ☆ ★ ○ ● ◎ ◇ ◆ □ ■ △ ▽ → ← ↑ ↓ ↔ 〓 ◁ ◀ ▷ ▶ ♤ ♠ ♡ ♥ ♧ ♣ ⊙ ◈ ▣ ◐ ◑ ▒ ▤ ▥ ▨ ▧ ▦ ▩ ♨ ☏ ☎ ☜ ☞ ¶ † ‡ ↕ ↗ ↙ ↖ ↘ ♭ ♩ ♪ ♬ ㉿㈜ № ㏇ ™ ㏂㏘ ℡ ＃＆＊＠ ª º

ⅰ ⅱ ⅲ ⅳ ⅴ ⅵ ⅶ ⅷ ⅸ ⅹ Ⅰ Ⅱ Ⅲ Ⅳ Ⅴ Ⅵ Ⅶ Ⅷ Ⅸ Ⅹ

ا ب ت ث ج ح خ د ذ ر ز س ش ص ض ط ظ ع غ ف ق ک ل م ن ه و ی

닫기

최근 검색 목록
전체삭제 닫기

RISS 인기검색어

Portfolio selection with random transaction costs.

한글로보기

https://www.riss.kr/link?id=T10547772

저자

Nazareth, Marcelo Oliveira Costa
발행사항
[S.l.]: The University of Chicago 2000
학위수여대학
The University of Chicago
수여연도
2000
작성언어
영어
주제어

Economics, Finance
학위
Ph.D.
페이지수
70 p.
지도교수/심사위원
Adviser: Jose Alexandre Scheinkman.

0
상세조회
0
다운로드
0
내보내기

서지정보 열기

부가정보

다국어 초록 (Multilingual Abstract)

I develop a model of portfolio selection in continuous time where transaction costs are random. In the model, the consumer faces a trade off between getting good terms of trade and holding a well balanced portfolio. First, I formulate the relevant control problem and prove that the value function is the unique viscosity solution of the associated Hamilton-Jacoby-Bellman equation. Next, I present a numerical procedure to solve the equation and a proof that the numerical solution converges to the true solution of the problem. The actual implementation of the procedure fully characterizes the optimal consumer behavior.

번역하기

I develop a model of portfolio selection in continuous time where transaction costs are random. In the model, the consumer faces a trade off between getting good terms of trade and holding a well balanced portfolio. First, I formulate the relevant co...

I develop a model of portfolio selection in continuous time where transaction costs are random. In the model, the consumer faces a trade off between getting good terms of trade and holding a well balanced portfolio. First, I formulate the relevant control problem and prove that the value function is the unique viscosity solution of the associated Hamilton-Jacoby-Bellman equation. Next, I present a numerical procedure to solve the equation and a proof that the numerical solution converges to the true solution of the problem. The actual implementation of the procedure fully characterizes the optimal consumer behavior.