Pages that link to "Item:Q1897670"
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The following pages link to Multi-asset portfolio selection problem with transaction costs (Q1897670):
Displaying 14 items.
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Multi-asset investment-consumption model with transaction costs (Q2567303) (← links)
- Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693) (← links)
- Optimal portfolio selection with transaction costs (Q2712223) (← links)
- Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (Q2757311) (← links)
- Characterization of optimal strategy for multiasset investment and consumption with transaction costs (Q2873152) (← links)
- Solution of the Multi-Asset Finite Horizon Investment Renewal Problem (Q4062149) (← links)
- Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
- On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (Q5391373) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
