Pages that link to "Item:Q4642737"
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The following pages link to Small‐cost asymptotics for long‐term growth rates in incomplete markets (Q4642737):
Displaying 5 items.
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)