Pages that link to "Item:Q2888932"
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The following pages link to Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932):
Displaying 11 items.
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Exponential growth of fixed-mix strategies in stationary asset markets (Q1424717) (← links)
- On evaluation of strategies of a return process (Q2255594) (← links)
- Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
- Growth-optimal portfolio selection with short selling and leverage (Q2888933) (← links)
- UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS (Q3370592) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Growth-optimal portfolios under transaction costs (Q3498795) (← links)
- The return on investment from proportional portfolio strategies (Q4391415) (← links)
- Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)