Pages that link to "Item:Q5283400"
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The following pages link to THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400):
Displaying 27 items.
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Existence of a Radner equilibrium in a model with transaction costs (Q1670390) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- Managing inventory with proportional transaction costs (Q2299389) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
- Almost Surely Optimal Portfolios Under Proportional Transaction Costs (Q4976506) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case (Q6078432) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes (Q6175887) (← links)
