Pages that link to "Item:Q470525"
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The following pages link to Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525):
Displaying 15 items.
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Should Stochastic Volatility Matter to the Cost‐Constrained Investor? (Q4464018) (← links)
- Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
- Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
- Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201) (← links)
- Penalty methods for continuous-time portfolio selection with proportional transaction costs (Q5411501) (← links)
