Pages that link to "Item:Q4216117"
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The following pages link to Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117):
Displayed 13 items.
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- An optimal time-management policy for labor supply and consumption decisions (Q2358162) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)