Pages that link to "Item:Q308647"
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The following pages link to Dynamic portfolio choice with frictions (Q308647):
Displaying 8 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
