Pages that link to "Item:Q1626513"
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The following pages link to Rebalancing multiple assets with mutual price impact (Q1626513):
Displaying 6 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)