Pages that link to "Item:Q3126241"

The following pages link to PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241):

Displaying 28 items.

• Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
• Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (Q703140) (← 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)
• A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
• Transaction costs and efficiency of portfolio strategies (Q1278207) (← links)
• Switching cost models as hypothesis tests (Q1714074) (← links)
• Futures trading with transaction costs (Q1928878) (← links)
• Risk sensitive asset management with transaction costs (Q1979075) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• Asymptotics for fixed transaction costs (Q2339123) (← links)
• Periodic portfolio revision with transaction costs (Q2354016) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• Portfolio strategies with transaction costs (Q2763529) (← links)
• Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210) (← links)
• OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
• Portfolio management with transaction costs (Q3128395) (← links)
• Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
• Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
• A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
• Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)
• Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
• On an investment-consumption model with transaction costs: an asymptotic analysis (Q4994412) (← links)
• (Q5230874) (← links)
• Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• When to efficiently rebalance a portfolio (Q6657698) (← links)