Portfolio insurance with liquidity risk (Q841847): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10690-008-9067-z
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+W1978422631
@@ Property / OpenAlex ID: W1978422631 / rank @@
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@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
+Normal rank
@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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@@ Property / cites work @@
+Optimal portfolio management with American capital guarantee
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
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@@ Property / cites work @@
+Limit theorem on option replication cost with transaction costs
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@@ Property / cites work @@
+Q4822570
@@ Property / cites work: Q4822570 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio of low liquid assets with a log-utility function
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+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550917
@@ Property / cites work: Q4550917 / rank @@
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@@ Property / cites work @@
+The Liquidity Discount
@@ Property / cites work: The Liquidity Discount / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:841847