Periodic portfolio revision with transaction costs (Q2354016): Difference between revisions

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+PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
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+Tempered Infinitely Divisible Distributions and Processes
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+The Pricing of Options and Corporate Liabilities
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
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+Portfolio Selection with Transaction Costs
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+The t Copula and Related Copulas
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+Investment Strategies under Transaction Costs: The Finite Horizon Case
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+Principal component analysis.
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+A New Tempered Stable Distribution and Its Application to Finance
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+Q3633248
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+Q3003679
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+Portfolio optimization with linear and fixed transaction costs
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+Q4905685
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+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+An introduction to copulas.
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+Q2709279
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+Stable ETL Optimal Portfolios and Extreme Risk Management
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+Tempering stable processes
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+Q3281461
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+Optimal Financial Portfolios
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+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
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