Pages that link to "Item:Q2786210"
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The following pages link to Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210):
Displaying 3 items.
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
