Pages that link to "Item:Q5234310"
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The following pages link to Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310):
Displaying 4 items.
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
