Pages that link to "Item:Q2712223"
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The following pages link to Optimal portfolio selection with transaction costs (Q2712223):
Displaying 34 items.
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Singular optimal strategies for investment with transaction costs (Q1296728) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306) (← links)
- Portfolio optimization under transaction costs in the CRR model (Q1781148) (← links)
- A geometric approach to portfolio optimization in models with transaction costs (Q1887272) (← links)
- Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
- On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
- Risk sensitive asset management with transaction costs (Q1979075) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Maximizing the growth rate of a portfolio with fixed and proportional transaction costs (Q2432617) (← links)
- Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. (Q2757311) (← links)
- Discrete time portfolio selection with proportional transaction costs (Q2772021) (← links)
- Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210) (← links)
- Optimal consumption and sale strategies for a risk averse agent (Q2832613) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Portfolio selection with small transaction costs and binding portfolio constraints (Q2873124) (← links)
- Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Second-order online portfolio selection strategy with transaction costs (Q5209484) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
- Portfolio Selection with Transaction Costs (Q5749130) (← links)
- Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)
