Pages that link to "Item:Q3535648"
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The following pages link to Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648):
Displaying 4 items.
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
