Pages that link to "Item:Q3128395"
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The following pages link to Portfolio management with transaction costs (Q3128395):
Displayed 8 items.
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)