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Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
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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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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
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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
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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
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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
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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
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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