Pages that link to "Item:Q2432617"

The following pages link to Maximizing the growth rate of a portfolio with fixed and proportional transaction costs (Q2432617):

Displaying 6 items.

• Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
• Maximization of the portfolio growth rate under fixed and proportional transaction costs (Q937351) (← links)
• The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
• Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (Q2757311) (← links)
• Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
• Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)