Pages that link to "Item:Q5428305"
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The following pages link to Dynamic portfolio selection with nonlinear transaction costs (Q5428305):
Displaying 9 items.
- Dynamic portfolio selection with market impact costs (Q1785239) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- Nonlinear price impact and portfolio choice (Q5109969) (← links)
- Second-order online portfolio selection strategy with transaction costs (Q5209484) (← links)
- Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs (Q5363201) (← links)
- Linear versus quadratic portfolio optimization model with transaction cost (Q6051824) (← links)