Pages that link to "Item:Q4610230"
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The following pages link to Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230):
Displayed 8 items.
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
- Smooth investment (Q2397785) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- A methodology for index tracking based on time-series clustering (Q4610248) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)