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机译:Optimal Investment in an Illiquid Market with Search Frictions and Transaction Costs
Ulsan Natl Inst Sci & Technol;
Stochastic control; Optimal investment; Illiquidity; Transaction costs; Search frictions; OPTIMAL CONSUMPTION; PORTFOLIO SELECTION; MULTIASSET INVESTMENT; UTILITY MAXIMIZATION; ASYMPTOTIC ANALYSIS; LIMIT; DUALITY; MODEL; OPTIMIZATION; EXECUTION;