Pages that link to "Item:Q3128395"

The following pages link to Portfolio management with transaction costs (Q3128395):

Displaying 25 items.

• Portfolio analysis with transaction costs under uncertainty (Q267615) (← 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)
• A computational scheme for optimal investment - consumption with proportional transaction costs (Q1017027) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Transaction costs and efficiency of portfolio strategies (Q1278207) (← links)
• Portfolio optimization under transaction costs in the CRR model (Q1781148) (← links)
• Portfolio selection and transactions costs (Q1868392) (← links)
• On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• Portfolio strategies with transaction costs (Q2763529) (← links)
• Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
• Two methods for optimal investment with trading strategies of finite variation (Q2909351) (← 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)
• OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
• Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
• SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS (Q3502128) (← links)
• Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
• Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)
• On an investment-consumption model with transaction costs: an asymptotic analysis (Q4994412) (← links)
• (Q5230874) (← links)
• Gaming Performance Fees By Portfolio Managers (Q5392673) (← links)
• Optimal rebalancing of portfolios with transaction costs (Q5411910) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)