Optimal growth rate in random trade time (Q3400020): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-4-431-92935-2_5
+Normal rank
@@ Property / OpenAlex ID @@
+W42990791
@@ Property / OpenAlex ID: W42990791 / 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 @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
+Normal rank
@@ Property / cites work @@
+Hedging and liquidation under transaction costs in currency markets
+Normal rank
@@ Property / cites work @@
+Limit theorem on option replication cost with transaction costs
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+The relaxed investor and parameter uncertainty
@@ Property / cites work: The relaxed investor and parameter uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550917
@@ Property / cites work: Q4550917 / rank @@
+Normal rank
@@ Property / cites work @@
+The Liquidity Discount
@@ Property / cites work: The Liquidity Discount / rank @@
+Normal rank