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isPartOf:"Applied mathematical finance"
subject:"Portfolio-Management"
~person:"Atkinson, Colin"
~person:"Matsumoto, Koichi"
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Atkinson, Colin
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Applied mathematical finance
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Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
Saved in:
2
Tail VaR measures in a multi-period setting
Katsuki, Yuta
;
Matsumoto, Koichi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 270-297
Persistent link: https://www.econbiz.de/10010499702
Saved in:
3
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
Saved in:
4
Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin
;
Storey, Emmeline
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
Saved in:
5
Mean-variance hedging with uncertain trade execution
Matsumoto, Koichi
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 219-252
Persistent link: https://www.econbiz.de/10003916153
Saved in:
6
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
Saved in:
7
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
Saved in:
8
Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin
;
Mokkhavesa, Sutee
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001625413
Saved in:
9
On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001226695
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