Pages that link to "Item:Q315777"
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The following pages link to Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777):
Displaying 3 items.
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)