Optimal rebalancing of portfolios with transaction costs (Q5411910): Difference between revisions

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+On an Investment-Consumption Model with Transaction Costs
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+Portfolio management with transaction costs
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+Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
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+Portfolio Selection with Transaction Costs
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+Optimum consumption and portfolio rules in a continuous-time model
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+MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
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+SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS
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+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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