Pages that link to "Item:Q2488509"

The following pages link to Optimal portfolio of low liquid assets with a log-utility function (Q2488509):

Displaying 18 items.

• Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
• Optimal consumption policies in illiquid markets (Q483699) (← links)
• Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
• Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
• Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
• Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
• A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
• Optimal growth rate in random trade time (Q3400020) (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
• Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
• On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
• Two-sided Poisson control of linear diffusions (Q6647791) (← links)