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International Journal of Computer Mathematics Volume 93, 2016 - Issue 5
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Original Articles

Optimal allocation–consumption problem for a portfolio with an illiquid asset

Ljudmila A. BordagHochschule Zittau/Görlitz, University of Applied Sciences, Theodor-Körner-Allee 16, ZittauD-02763, GermanyCorrespondence[email protected]
,
Ivan P. YamshchikovHochschule Zittau/Görlitz, University of Applied Sciences, Theodor-Körner-Allee 16, ZittauD-02763, Germany
&
Dmitry ZhelezovMathematical Sciences, University of Gothenburg, Chalmers, 41296Gothenburg, Sweden
Pages 749-760 | Received 10 Oct 2013, Accepted 17 Dec 2013, Published online: 26 Mar 2014

Citations (4)

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Read on this site (1)

Negash Medhin & Chuan Xu. (2022) Optimal asset allocation with restrictions on liquidity. Stochastic Analysis and Applications 40:5, pages 776-797.
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Articles from other publishers (3)

西文 王. (2024) Optimal Portfolio Problem for a DC Pension Plan with Estate Planning and Illiquid Assets. Advances in Applied Mathematics 13:02, pages 628-642.
Crossref
Ljudmila A. Bordag & Ivan P. Yamshchikov. (2017) Optimization problem for a portfolio with an illiquid asset: Lie group analysis. Journal of Mathematical Analysis and Applications 453:2, pages 668-699.
Crossref
Ljudmila A. Bordag & Ivan P. Yamshchikov. 2017. Novel Methods in Computational Finance. Novel Methods in Computational Finance 109 128 .

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