Pages that link to "Item:Q4814181"
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The following pages link to Perturbation solution of optimal portfolio theory with transaction costs for any utility function (Q4814181):
Displaying 5 items.
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- (Q5230874) (← links)
