Pages that link to "Item:Q1027357"
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The following pages link to Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357):
Displaying 9 items.
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm (Q2315936) (← links)
- Smooth investment (Q2397785) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
