The premium of dynamic trading (Q2994858): Difference between revisions

@@ Property / OpenAlex ID @@
+W2044400665
@@ Property / OpenAlex ID: W2044400665 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0999
@@ Property / arXiv ID: 0906.0999 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+Continuous-Time Markowitz's Model with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance efficiency: the 80\% rule
+Normal rank
@@ Property / cites work @@
+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimum Variance Result in Continuous Trading Portfolio Optimization
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank