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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~source:"econis"
~subject:"Capital income"
~subject:"Transaktionskosten"
~type:"article"
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Portfolio-Management
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Theorie
112
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45
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30
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Choulli, Tahir
4
Deng, Jun
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Lépinette, Emmanuel
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Bank, Peter
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Bayraktar, Erhan
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Belak, Christoph
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Finance and stochastics
Finance research letters
185
Insurance / Mathematics & economics
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155
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129
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121
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Management science : journal of the Institute for Operations Research and the Management Sciences
102
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90
International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
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11
The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus
;
Lindensjö, Kristoffer
;
Lindskog, Filip
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 125-167
Persistent link: https://www.econbiz.de/10012253342
Saved in:
12
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
13
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
14
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
15
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
16
Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
Saved in:
17
Extended weak convergence and utility maximisation with proportional transaction costs
Bayraktar, Erhan
;
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10012518140
Saved in:
18
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
19
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
Saved in:
20
Robust utility maximisation in markets with transaction costs
Chau, Huy N.
;
Rásonyi, Miklós
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
Saved in:
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