Rebalancing with Linear and Quadratic Costs (Q4591242): Difference between revisions

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+Asymptotics for fixed transaction costs
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+Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
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+Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem
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+Portfolio Selection with Transaction Costs
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+Dynamic portfolio choice with frictions
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+Transaction costs, trading volume, and the liquidity premium
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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+Portfolios and risk premia for the long run
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+Nonlinear price impact and portfolio choice
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+Asymptotic analysis of optimal investment and consumption with transaction costs.
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+THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
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+Q4125134
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+Q4002114
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+Portfolio optimisation with strictly positive transaction costs and impulse control
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+Portfolio selection with transactions costs
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+Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+Optimal investment and consumption with transaction costs
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+Q3259158
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+Homogenization and Asymptotics for Small Transaction Costs
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+Q4716292
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