Pages that link to "Item:Q751956"

The following pages link to Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956):

Displaying 37 items.

• Dynamic portfolio choice with frictions (Q308647) (← links)
• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• Portfolio choice under transitory price impact (Q609848) (← links)
• Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
• Zero-level pricing method with transaction cost (Q691472) (← links)
• Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach. (Q703140) (← links)
• Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
• An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425) (← links)
• A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
• Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
• Optimal investment and consumption with transaction costs (Q1336583) (← links)
• A continuous time financial market with a Poisson process as transaction timer (Q1599364) (← links)
• Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
• Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
• On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
• Optimal attention and heterogeneous precautionary saving behavior (Q2246795) (← links)
• Dynamic optimal decision making for manufacturers with limited attention based on sparse dynamic programming (Q2313743) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• (Q2741088) (← links)
• Optimal consumption and sale strategies for a risk averse agent (Q2832613) (← links)
• OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
• PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241) (← links)
• SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
• A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
• Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
• Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
• Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
• Money, transactions and portfolio choice (Q4883098) (← links)
• RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (Q4906529) (← links)
• The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
• (Q5168842) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← 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)
• MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
• Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
• Financial markets with endogenous transaction costs (Q5962164) (← links)