Pages that link to "Item:Q3126240"
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The following pages link to OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240):
Displayed 28 items.
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- DIFFERENTIAL GAME-THEORETIC THOUGHTS ON OPTION PRICING AND TRANSACTION COSTS (Q2701834) (← links)
- PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241) (← links)
- Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
- PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH (Q3502817) (← links)
- Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
- Should Stochastic Volatility Matter to the Cost‐Constrained Investor? (Q4464018) (← links)
- A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
- Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)