Optimal portfolio selection under concave price impact (Q360368): Difference between revisions

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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Liquidity risk and arbitrage pricing theory
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+MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
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+Option hedging for small investors under liquidity costs
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+Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II
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+A closed-form solution to the problem of super-replication under transaction costs
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+Optimal Impulse Control of Portfolios
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4368791
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+A model of optimal portfolio selection under liquidity risk and price impact
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+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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+Optimal investment and consumption with transaction costs
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+Survey of Measurable Selection Theorems
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