Pages that link to "Item:Q1972345"
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The following pages link to On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345):
Displaying 22 items.
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Leverage management in a bull-bear switching market (Q311005) (← 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)
- Existence of shadow prices in finite probability spaces (Q532533) (← links)
- Shadow price in the power utility case (Q748318) (← links)
- On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Some trading strategies on the securities market (Q1407067) (← links)
- A continuous time financial market with a Poisson process as transaction timer (Q1599364) (← links)
- The attainability of the portfolio optimization under transaction costs (Q2721936) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Two methods for optimal investment with trading strategies of finite variation (Q2909351) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
- Admissible Trading Strategies Under Transaction Costs (Q4568490) (← links)
- On the existence of shadow prices for optimal investment with random endowment (Q4584687) (← links)
- Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) (← links)
- SHADOW PRICES FOR CONTINUOUS PROCESSES (Q5283399) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
