Pages that link to "Item:Q3126240"

The following pages link to OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240):

Displaying 25 items.

• A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
• PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH (Q3502817) (← links)
• Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
• Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
• Should Stochastic Volatility Matter to the Cost‐Constrained Investor? (Q4464018) (← links)
• A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
• Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
• Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
• RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (Q4906529) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• General optimal stopping with linear cost (Q5085243) (← links)
• Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
• (Q5168842) (← links)
• Analysis of the rebalancing frequency in log-optimal portfolio selection (Q5190136) (← links)
• (Q5230874) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)