Pages that link to "Item:Q4698072"
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The following pages link to On a free boundary problem that arises in portfolio management (Q4698072):
Displaying 7 items.
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- A note on the integrability of the classical portfolio selection model (Q988735) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
