The following pages link to Sutee Mokkhavesa (Q4541598):
Displaying 5 items.
- Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)
- Multi‐asset portfolio optimization with transaction cost (Q4673731) (← links)
- Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
- Perturbation solution of optimal portfolio theory with transaction costs for any utility function (Q4814181) (← links)
- (Q5230874) (← links)