Pages that link to "Item:Q2488509"
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The following pages link to Optimal portfolio of low liquid assets with a log-utility function (Q2488509):
Displaying 26 items.
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- An empirical analysis on log-utility asset management (Q1000489) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- (Q4822570) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)