%0 Journal Article
%T A Primer on Portfolio Choice with Small Transaction Costs
%A H. Mete Soner
%A Johannes Muhle-Karbe
%A Max Reppen
%J -
%D 2017
%R 10.1146/annurev-financial-110716-032445
%X This review is an introduction to asymptotic methods for portfolio choice problems with small transaction costs. We outline how to derive the corresponding dynamic programming equations and how to ..
%U https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110716-032445