Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117): Difference between revisions

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+MaRDI publication profile
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+Optimum consumption and portfolio rules in a continuous-time model
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Optimal Impulse Control When Control Actions Have Random Consequences
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
+Normal rank
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+Impulse Control Method and Exchange Rate
@@ Property / cites work: Impulse Control Method and Exchange Rate / rank @@
+Normal rank