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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Quantitative finance"
~person:"Chen, Zhiping"
~person:"Garleanu, Nicolae"
~subject:"Stochastic process"
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1
Dynamic portfolio choice with frictions
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of economic theory
165
(
2016
),
pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
Saved in:
2
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping
;
Han, Youpan
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 149-163
Persistent link: https://www.econbiz.de/10009533448
Saved in:
3
Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping
;
Zhang, Feng
;
Li Yang
- In:
Mathematical methods of operations research
74
(
2011
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10009405059
Saved in:
4
Portfolio choice and pricing in illiquid markets
Garleanu, Nicolae
- In:
Journal of economic theory
144
(
2009
)
2
,
pp. 532-564
Persistent link: https://www.econbiz.de/10003840890
Saved in:
5
Optimal consumption and investment problems under GARCH with transaction costs
Chen, Zhiping
;
Yuen, K. C.
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10002858605
Saved in:
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