Pages that link to "Item:Q3623414"
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The following pages link to Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414):
Displaying 3 items.
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
