Pages that link to "Item:Q4591242"
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The following pages link to Rebalancing with Linear and Quadratic Costs (Q4591242):
Displaying 5 items.
- Amortized constant relaxed rebalancing using standard rotations (Q1127819) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)