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subject:"USA"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of futures markets"
~subject:"1962-1986"
~subject:"Portfolio-Management"
~subject:"Unternehmenskooperation"
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USA
1962-1986
Portfolio-Management
Unternehmenskooperation
Transaction costs
37
Transaktionskosten
37
Theorie
15
Theory
15
Index futures
9
Index-Futures
9
United States
9
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Arbitrage
6
Derivat
6
Derivative
6
Aktienindex
4
Börsenkurs
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Hedging
4
Share price
4
Stock index
4
Volatility
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Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Currency derivative
3
Interest rate
3
Interest rate parity
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Währungsderivat
3
Zins
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Zinsparität
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transaction costs
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Commodity derivative
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Deutschland
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Devisenmarkt
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Foreign exchange market
2
Germany
2
Großbritannien
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Japan
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English
16
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Atkinson, Colin
6
Brorsen, B. Wade
2
Mokkhavesa, S.
2
Quek, Gary
2
Ali, B. al-
1
Baptiste, Tony
1
Fleming, Jeff
1
Fujiwara, Koichi
1
Iwata, Gyoichi
1
Kim, Minho
1
Kurov, Alexander
1
Locke, Peter R.
1
Lépinette, Emmanuel
1
Ostdiek, Barbara
1
Schwarz, Thomas V.
1
Sharma, Subhash Chandra
1
Shen, Qian
1
Storey, Emmeline
1
Sunada, Hiroshi
1
Szakmary, Andrew C.
1
Szakmary, Andrew Charles
1
Tran, Tuan
1
Venkatesh, P. C.
1
Wang, George H. K.
1
Webb, Robert I.
1
Whaley, Robert E.
1
Yau, Jot
1
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Applied mathematical finance
The journal of futures markets
The journal of finance : the journal of the American Finance Association
43
The review of financial studies
35
Finance and stochastics
29
Working paper / National Bureau of Economic Research, Inc.
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of financial economics
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
Europäische Hochschulschriften / 5
17
The journal of law, economics, & organization
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of financial and quantitative analysis : JFQA
14
Quantitative finance
13
Journal of economic dynamics & control
12
Journal of financial markets
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of trading
12
NBER working paper series
11
American journal of agricultural economics
10
Journal of economic behavior & organization : JEBO
10
Discussion paper / Centre for Economic Policy Research
9
Gabler Edition Wissenschaft
9
Journal of political economy
9
Mathematics and financial economics
9
NBER Working Paper
9
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
8
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
8
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
Journal of institutional and theoretical economics : JITE
7
The journal of law & economics
7
Applied economics
6
Industrial marketing management : the international journal for industrial and high-tech firms
6
International finance discussion papers
6
Journal of business research : JBR
6
Journal of investment management : JOIM
6
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ECONIS (ZBW)
16
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1
Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
Saved in:
2
Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
3
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
Saved in:
4
Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin
;
Storey, Emmeline
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
Saved in:
5
Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10003746360
Saved in:
6
An examination of momentum strategies in commodity futures markets
Shen, Qian
;
Szakmary, Andrew Charles
;
Sharma, Subhash …
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 227-256
Persistent link: https://www.econbiz.de/10003493046
Saved in:
7
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
Saved in:
8
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
Saved in:
9
Trading costs and price discovery across stock index futures and cash markets
Kim, Minho
;
Szakmary, Andrew C.
;
Schwarz, Thomas V.
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 475-498
Persistent link: https://www.econbiz.de/10001378256
Saved in:
10
On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001226695
Saved in:
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