Pages that link to "Item:Q2392017"
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The following pages link to Efficient portfolios in financial markets with proportional transaction costs (Q2392017):
Displaying 6 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Composition of an efficient portfolio in the Bielecki and Pliska market model (Q2513236) (← links)
- Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)