Pages that link to "Item:Q1887272"

The following pages link to A geometric approach to portfolio optimization in models with transaction costs (Q1887272):

Displaying 9 items.

• Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• A pseudo-Markov property for controlled diffusion processes (Q2802081) (← links)
• Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
• On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
• Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
• Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)