✦ LIBER ✦

Optimal inventory policy with fixed and proportional transaction costs under a risk constraint

✍ Scribed by Wang, S.Y.; Yiu, K.F.C.; Mak, K.L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Consumption and Portfolio with B

✍ Oksendal, Bernt; Sulem, Agnès 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 294 KB

Optimization of risk policy and dividend

✍ Xin Zhang, Min Song 📂 Article 📅 2012 🏛 Higher Education Press and Springer 🌐 English ⚖ 186 KB

Optimal dividend and equity issuance pro

✍ Xiaofan Peng; Mi Chen; Junyi Guo 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 385 KB

Warm-Start Heuristic for Stochastic Port

✍ Tiago P. Filomena, Miguel A. Lejeune 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 718 KB

Maximizing the Growth Rate of a Portfoli

✍ Takashi Tamura 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 250 KB

Optimal investment in the foreign exchan

✍ Veraart, Luitgard A. M. 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 307 KB