Q5230874 (Q5230874): Difference between revisions

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+Colin Atkinson
@@ Property / author: Colin Atkinson / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+On an investment-consumption model with transaction costs: an asymptotic analysis
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@@ Property / cites work @@
+The Effect of Correlation and Transaction Costs on the Pricing of Basket Options
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@@ Property / cites work @@
+Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs
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+Towards the determination of utility preference from optimal portfolio selections
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@@ Property / cites work @@
+Portfolio management with transaction costs
@@ Property / cites work: Portfolio management with transaction costs / rank @@
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@@ Property / cites work @@
+PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
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@@ Property / cites work @@
+Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
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@@ Property / cites work @@
+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 @@
+Perturbation solution of optimal portfolio theory with transaction costs for any utility function
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@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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