Pages that link to "Item:Q3126240"
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The following pages link to OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240):
Displaying 50 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Dynamic trading policies with price impact (Q953780) (← links)
- A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Differential game-theoretic thoughts on option pricing and transaction costs (Q2701834) (← links)
- High-dimensional portfolio optimization with transaction costs (Q2814667) (← links)
- Portfolio selection with small transaction costs and binding portfolio constraints (Q2873124) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241) (← links)
- Portfolio management with transaction costs (Q3128395) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
- UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS (Q3370592) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
