Dynamic portfolio choice with return predictability and transaction costs (Q1999643): Difference between revisions

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+Reaching nirvana with a defaultable asset?
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+On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
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+Equilibrium returns with transaction costs
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+Predicting Equity Liquidity
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Portfolio selection in stochastic markets with HARA utility functions
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+HARA frontiers of optimal portfolios in stochastic markets
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+Q5263525
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+Mean-variance portfolio selection of cointegrated assets
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+Mean-variance asset-liability management: cointegrated assets and insurance liability
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+Portfolio Selection with Transaction Costs
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+Portfolio selection: a review
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+Controlled Markov processes and viscosity solutions
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+Optimal trade execution: a mean quadratic variation approach
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+Dynamic portfolio choice with frictions
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+Robust Portfolio Control with Stochastic Factor Dynamics
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+Optimal investment and consumption under a continuous-time cointegration model with exponential utility
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+Mean-variance approximations to expected utility
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+Optimum consumption and portfolio rules in a continuous-time model
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