Pages that link to "Item:Q1336583"

The following pages link to Optimal investment and consumption with transaction costs (Q1336583):

Displaying 21 items.

• Time-Inconsistent Portfolio Investment Problems (Q5374163) (← links)
• Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
• OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508) (← links)
• Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)
• Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)
• The limits of leverage (Q5743123) (← links)
• Realization Utility with Path-Dependent Reference Points (Q5868797) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• On optimal terminal wealth under transaction costs (Q5939296) (← links)
• Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Leveraged funds: robust replication and performance evaluation (Q6053126) (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
• A double obstacle problem in an optimal investment problem (Q6097533) (← links)
• Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains (Q6123275) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)