Pages that link to "Item:Q5266527"

The following pages link to Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527):

Displaying 12 items.

• A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Opaque bank assets and optimal equity capital (Q1734564) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)