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Comparative Statics of Trading Boundary in Finite Horizon Portfolio Se

Publication: Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs. Published Dec 18, 2024.

arxiv.orgPublished Dec 18, 2024
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Overview

Publication: Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs. Published Dec 18, 2024.

Publication information

Publication title
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
Authors
Jintao Li, Shuaijie Qian
Published
Dec 18, 2024
Last publication revision
Feb 23, 2026
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2412.13669v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2412.13669 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

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Code license
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foundation-modeltime-seriesresearch-lab
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