Pages that link to "Item:Q2771117"
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The following pages link to Theory of portfolio optimization in markets with frictions (Q2771117):
Displaying 3 items.
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)