Pages that link to "Item:Q751956"
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The following pages link to Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956):
Displayed 12 items.
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
- Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
- PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
- A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
- Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
- Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)