Pages that link to "Item:Q4074604"
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The following pages link to Optimal Portfolio Revision with a Proportional Transaction Cost (Q4074604):
Displaying 6 items.
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS (Q2874727) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
- Optimal Portfolio Selection with Transaction Costs (Q5718252) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
