Pages that link to "Item:Q2059371"

The following pages link to Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371):

Displaying 10 items.

• Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
• Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
• THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (Q4889754) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)