Pages that link to "Item:Q1017027"
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The following pages link to A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027):
Displayed 12 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Bayesian nonparametric portfolio selection with rolling maximum drawdown control (Q6063325) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)