An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425): Difference between revisions

@@ Property / cites work @@
+Transactions costs and portfolio choice in a discrete-continuous-time setting
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Randomization and the American Put
@@ Property / cites work: Randomization and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996272
@@ Property / cites work: Q3996272 / rank @@
+Normal rank