Pages that link to "Item:Q1785239"
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The following pages link to Dynamic portfolio selection with market impact costs (Q1785239):
Displaying 4 items.
- Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon (Q319173) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
