Pages that link to "Item:Q1785239"
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The following pages link to Dynamic portfolio selection with market impact costs (Q1785239):
Displaying 12 items.
- Dynamic portfolio choice with frictions (Q308647) (← links)
- Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon (Q319173) (← links)
- Dynamic investment strategies with demand-side and cost-side risks (Q603054) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Fairness and Efficiency in Multiportfolio Optimization (Q2941424) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)