Pages that link to "Item:Q319244"
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The following pages link to Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244):
Displaying 6 items.
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
