Optimal portfolio selection under vanishing fixed transaction costs (Q5233203): Difference between revisions

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-.1017/apr.2017.36
@@ Property / DOI: 10.1017/apr.2017.36 / rank @@
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@@ Property / author @@
-Q164849
@@ Property / author: Q164849 / rank @@
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@@ Property / author @@
+Andreas W. W. Ludwig
@@ Property / author: Andreas W. W. Ludwig / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / OpenAlex ID @@
+W3122371643
@@ Property / OpenAlex ID: W3122371643 / rank @@
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@@ Property / arXiv ID @@
+.01280
@@ Property / arXiv ID: 1611.01280 / rank @@
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@@ Property / cites work @@
+On an Investment-Consumption Model with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
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@@ Property / cites work @@
+Asymptotics for fixed transaction costs
@@ Property / cites work: Asymptotics for fixed transaction costs / rank @@
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@@ Property / cites work @@
+Utility maximisation in a factor model with constant and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk sensitive asset management with transaction costs
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Impulse Control of Portfolios
@@ Property / cites work: Optimal Impulse Control of Portfolios / rank @@
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@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear price impact and portfolio choice
@@ Property / cites work: Nonlinear price impact and portfolio choice / rank @@
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@@ Property / cites work @@
+A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets
+Normal rank
@@ Property / cites work @@
+Q3511650
@@ Property / cites work: Q3511650 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio policies under fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimisation with strictly positive transaction costs and impulse control
+Normal rank
@@ Property / cites work @@
+An explicit formula for the Skorokhod map on \([0,a]\)
+Normal rank
@@ Property / cites work @@
+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+Small‐cost asymptotics for long‐term growth rates in incomplete markets
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Q5486569
@@ Property / cites work: Q5486569 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Q4356587
@@ Property / cites work: Q4356587 / rank @@
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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@@ Property / cites work @@
+Maximizing the growth rate of a portfolio with fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs
+Normal rank
@@ Property / DOI @@
+.1017/APR.2017.36
@@ Property / DOI: 10.1017/APR.2017.36 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5233203