The following pages link to (Q5486569):
Displayed 3 items.
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)