Pages that link to "Item:Q2873152"

The following pages link to Characterization of optimal strategy for multiasset investment and consumption with transaction costs (Q2873152):

Displaying 16 items.

• A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) (← links)
• Multi-asset investment-consumption model with transaction costs (Q2567303) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• A variational inequality arising from optimal exercise perpetual executive stock options (Q4575274) (← links)
• Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• (Q5324297) (← links)
• Realization Utility with Path-Dependent Reference Points (Q5868797) (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)