Pages that link to "Item:Q626431"
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The following pages link to Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431):
Displaying 4 items.
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
