Pages that link to "Item:Q4302655"
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The following pages link to Investment Strategies under Transaction Costs: The Finite Horizon Case (Q4302655):
Displayed 22 items.
- Leverage management in a bull-bear switching market (Q311005) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Log-robust portfolio management after transaction costs (Q2454357) (← links)
- UTILITY MAXIMIZATION IN A BINOMIAL MODEL WITH TRANSACTION COSTS: A DUALITY APPROACH BASED ON THE SHADOW PRICE PROCESS (Q2874727) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
- Optimal Portfolio Selection with Transaction Costs (Q5718252) (← 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)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
