Pages that link to "Item:Q3417911"
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The following pages link to Optimal portfolio policies under fixed and proportional transaction costs (Q3417911):
Displaying 29 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- Maximization of the portfolio growth rate under fixed and proportional transaction costs (Q937351) (← links)
- Portfolio optimisation with strictly positive transaction costs and impulse control (Q1381306) (← links)
- Portfolio optimization under transaction costs in the CRR model (Q1781148) (← links)
- Primal-dual methods for the computation of trading regions under proportional transaction costs (Q1939506) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Managing inventory with proportional transaction costs (Q2299389) (← links)
- Maximizing the growth rate of a portfolio with fixed and proportional transaction costs (Q2432617) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- Portfolio selection with small transaction costs and binding portfolio constraints (Q2873124) (← links)
- Log-optimal portfolio-selection strategies with proportional transaction costs (Q2888932) (← links)
- Two methods for optimal investment with trading strategies of finite variation (Q2909351) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
- Optimal portfolio selection of assets with transaction costs and no short sales (Q3153803) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
- Optimal Portfolios and Pricing of Financial Derivatives Under Proportional Transaction Costs (Q4595367) (← links)
- Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (Q5266527) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
- On horizon-consistent mean-variance portfolio allocation (Q6549611) (← links)
