Pages that link to "Item:Q2757311"

The following pages link to Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility (Q2757311):

Displaying 31 items.

• Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
• Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
• Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
• A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus (Q957555) (← links)
• An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
• Spectral theorem for convex monotone homogeneous maps, and ergodic control (Q1863462) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
• UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS (Q3370592) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
• Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
• Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
• (Q4581306) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
• Online portfolio selection (Q5176170) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
• Definable Zero-Sum Stochastic Games (Q5245020) (← links)
• LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
• OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
• Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation (Q6163803) (← links)