Optimal portfolio of low liquid assets with a log-utility function

Mathematics

• Optimal Strategy 100%
• Function Value 50%
• Characteristics 50%
• Numerical Analysis 50%
• random time δ 50%
• Asymptotic Expansion 50%
• Risky Asset 50%
• Utility Function 50%
• Liquidity 50%

Economics, Econometrics and Finance

• Investors 100%
• Market 50%
• Liquidity 50%
• Utility Function 50%
• Wealth 50%