Pages that link to "Item:Q5939296"
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The following pages link to On optimal terminal wealth under transaction costs (Q5939296):
Displaying 15 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- On the existence of shadow prices (Q377456) (← links)
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Multivariate utility maximization with proportional transaction costs (Q483930) (← links)
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- A version of the \(\mathcal G\)-conditional bipolar theorem in \(L^0(\mathbb R^d_+;\Omega,\mathcal F,\mathbb P)\) (Q1780933) (← links)
- Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
- Optimal strategies for utility from terminal wealth with general bid and ask prices (Q2019996) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q5483508) (← links)
