Almost Surely Optimal Portfolios Under Proportional Transaction Costs

2016 ◽  
pp. 303-312
Author(s):  
Mark-Roman Feodoria ◽  
Jan Kallsen
Keyword(s):  
Transaction Costs ◽  
Optimal Portfolios ◽  
Proportional Transaction Costs

Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios

2021 ◽  
Vol 12 (4) ◽  
pp. SC115-SC125
Author(s):  
Erhan Bayraktar ◽  
Christoph Czichowsky ◽  
Leonid Dolinskyi ◽  
Yan Dolinsky
Keyword(s):  
Transaction Costs ◽  
Utility Maximization ◽  
Short Communication ◽  
Optimal Portfolios ◽  
Proportional Transaction Costs

scholarly journals Robust hedging with proportional transaction costs

2014 ◽  
Vol 18 (2) ◽  
pp. 327-347 ◽  
Author(s):  
Yan Dolinsky ◽  
H. Mete Soner
Keyword(s):  
Transaction Costs ◽  
Proportional Transaction Costs ◽  
Robust Hedging
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