The following pages link to (Q4356587):
Displaying 4 items.
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)