Pages that link to "Item:Q2059371"
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The following pages link to Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371):
Displaying 4 items.
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
