The following pages link to (Q3160516):
Displaying 13 items.
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Futures trading with transaction costs (Q1928878) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Asymptotics for fixed transaction costs (Q2339123) (← links)
- Small transaction cost asymptotics and dynamic hedging (Q2464226) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- Deep hedging (Q5234357) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
