Pages that link to "Item:Q2772021"
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The following pages link to Discrete time portfolio selection with proportional transaction costs (Q2772021):
Displaying 12 items.
- Multi-period mean-variance portfolio selection with fixed and proportional transaction costs (Q380498) (← links)
- Selecting a discrete portfolio (Q478119) (← links)
- Construction of discrete time shadow price (Q901244) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932) (← links)
- Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
- Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation (Q3627693) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
- Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201) (← links)
- Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)