Pages that link to "Item:Q5363201"
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The following pages link to Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201):
Displaying 15 items.
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← 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)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210) (← links)
- Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
- On asymptotic optimality of Merton's myopic portfolio strategies under time discretization (Q4684005) (← links)
- Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
