Reference health
Optimal Mean-Reversion Strategy in the Presence of Bid-Ask Spread and Delays in Capital Allocations
27/27 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 27 checked references that resolve
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1088/0026-1394/45/6/s17
The Ornstein–Uhlenbeck process as a model of a low pass filtered white noise
resolves10.1016/0165-1889(90)90004-z
Transactions costs and portfolio choice in a discrete-continuous-time setting
resolves10.1111/j.1540-6261.1991.tb02675.x
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
resolves10.1086/262030
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.1142/s021902491550020x
OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
resolves10.1080/15326349.2015.1058717
Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs
resolves10.1111/j.1540-6261.2004.00634.x
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
resolves10.1093/rfs/hhi011
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
The 3 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref12
no DOI — not checkedref13
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checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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