Pages that link to "Item:Q3498795"
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The following pages link to Growth-optimal portfolios under transaction costs (Q3498795):
Displaying 6 items.
- Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Maximization of the portfolio growth rate under fixed and proportional transaction costs (Q937351) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← links)
- UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS (Q3370592) (← links)
- Growth optimal investment in horse race markets with costs (Q4545815) (← links)