The following pages link to (Q4356587):
Displaying 8 items.
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← 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)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- Optimal portfolio selection under vanishing fixed transaction costs (Q5233203) (← links)
- Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
