Pages that link to "Item:Q1999643"
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The following pages link to Dynamic portfolio choice with return predictability and transaction costs (Q1999643):
Displaying 13 items.
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)
