Leverage management in a bull-bear switching market (Q311005): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2012.04.004
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+W3124552150
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+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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+HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup>
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+Finite Horizon Optimal Investment and Consumption with Transaction Costs
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+Portfolio Selection with Transaction Costs
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+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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+On using shadow prices in portfolio optimization with transaction costs
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+Optimal investment and consumption with transaction costs
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+Leverage management
@@ Property / cites work: Leverage management / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:311005