Pages that link to "Item:Q4811675"
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The following pages link to Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675):
Displaying 6 items.
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)