Pages that link to "Item:Q6053124"
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The following pages link to Optimal trading with transaction costs and short-term predictability (Q6053124):
Displaying 9 items.
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Profitable informed trading in a simple general equilibrium model of asset pricing (Q1906694) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Improved approximation to first-best gains-from-trade (Q6167248) (← links)