Pages that link to "Item:Q3195492"
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The following pages link to LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492):
Displayed 11 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
- INVESTING WITH LIQUID AND ILLIQUID ASSETS (Q4635034) (← links)
- Almost Surely Optimal Portfolios Under Proportional Transaction Costs (Q4976506) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)