Pages that link to "Item:Q1781142"
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The following pages link to Optimal consumption and investment problems under GARCH with transaction costs (Q1781142):
Displaying 4 items.
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Decision model and analysis for investment interest expense deduction and allocation (Q2379558) (← links)
- Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)