Pages that link to "Item:Q2873152"

The following pages link to Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs (Q2873152):

Displayed 12 items.

• A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) ‎ (← links)
• A multi-asset investment and consumption problem with transaction costs (Q1999598) ‎ (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) ‎ (← links)
• The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) ‎ (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) ‎ (← links)
• A variational inequality arising from optimal exercise perpetual executive stock options (Q4575274) ‎ (← links)
• Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) ‎ (← links)
• General indifference pricing with small transaction costs (Q5278183) ‎ (← links)
• Realization Utility with Path-Dependent Reference Points (Q5868797) ‎ (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) ‎ (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) ‎ (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) ‎ (← links)