Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507): Difference between revisions

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+Portfolio Selection with Transaction Costs
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+Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information
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+Discrete time market with serial correlations and optimal myopic strategies
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+Optimal portfolio selection and compression in an incomplete market
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+A bounded risk strategy for a market with non-observable parameters.
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+Regular Conditional Expectations of Correspondences
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+Q4368791
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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