Pages that link to "Item:Q2120542"
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The following pages link to Dynamic mean-variance problem with frictions (Q2120542):
Displaying 8 items.
- A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Portfolio choice with small temporary and transient price impact (Q5204851) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)