Pages that link to "Item:Q2339123"

The following pages link to Asymptotics for fixed transaction costs (Q2339123):

Displaying 18 items.

• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Switching cost models as hypothesis tests (Q1714074) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)