The following pages link to (Q2888931):
Displaying 4 items.
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020) (← links)
- Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
