Pages that link to "Item:Q5718252"
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The following pages link to Optimal Portfolio Selection with Transaction Costs (Q5718252):
Displaying 13 items.
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Investing for Retirement (Q5718087) (← links)
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← 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)
