Pages that link to "Item:Q3568909"

The following pages link to Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909):

Displaying 15 items.

• Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
• Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693) (← links)
• (Q3656701) (← links)
• (Q4258744) (← links)
• Should Stochastic Volatility Matter to the Cost‐Constrained Investor? (Q4464018) (← links)
• Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis (Q4610209) (← links)
• Intertemporal portfolio optimization with small transaction costs and stochastic variance (Q4811675) (← links)
• (Q5230874) (← links)
• (Q5488958) (← links)