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Publications by Gary Quek

Portfolio Selection in Discrete Time With Transaction Costs and Power Utility Function: A Perturbation Analysis

Applied Mathematical Finance

Applied Mathematics

English

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Portfolio Selection With Transaction Costs and Default Risk

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Transaction Costs and Shadow Prices in Discrete Time

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Risk-Sensitive Portfolio Optimization With Transaction Costs

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The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs

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Optimal Portfolio Selection for the Small Investor Considering Risk and Transaction Costs

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Optimal Portfolio Choice With Predictability in House Prices and Transaction Costs

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Uncertainty Theory Based Multiple Objective Mean-Entropy-Skewness Stock Portfolio Selection Model With Transaction Costs

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A Note on Utility-Based Pricing in Models With Transaction Costs

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