Pages that link to "Item:Q2840126"
From MaRDI portal
The following pages link to Long-term optimal investment strategies in the presence of adjustment costs (Q2840126):
Displaying 16 items.
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Long-term real dynamic investment planning (Q784398) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Functional equivalence between intertemporal and multisectoral investment adjustment costs (Q1853207) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- On long term investment optimality (Q2318095) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- LONG-SHORT STRATEGIES: AN EXTENSION (Q5696885) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)