Pages that link to "Item:Q3535648"
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The following pages link to Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648):
Displaying 14 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← 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)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- Exponential growth of fixed-mix strategies in stationary asset markets (Q1424717) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← 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)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Growth-optimal portfolios under transaction costs (Q3498795) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
