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type_genre:"Collection of articles of several authors"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Portfolio selection"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Transaktionskosten"
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| 8 applied filters
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Portfolio selection
United States
Transaktionskosten
80
Transaction costs
79
Theorie
37
Theory
37
Estimation
10
Schätzung
10
transaction costs
10
Portfolio-Management
7
USA
7
Welt
7
World
7
Börsenkurs
5
Share price
5
Volatility
5
Volatilität
5
Welfare analysis
5
Wohlfahrtsanalyse
5
Aktienmarkt
4
Bargaining theory
4
Incomplete contract
4
International economy
4
Internationale Wirtschaft
4
Liquidity
4
Stock market
4
Theorie der Unternehmung
4
Theory of the firm
4
Transport costs
4
Transportkosten
4
Unvollständiger Vertrag
4
Verhandlungstheorie
4
Bid-ask spread
3
Bourse
3
Börse
3
Capital mobility
3
China
3
Cointegration
3
Financial crisis
3
Financial investment
3
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Undetermined
11
Type of publication
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Book / Working Paper
9
Article
5
Type of publication (narrower categories)
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Collection of articles of several authors
Article in journal
Book section
Graue Literatur
Arbeitspapier
9
Non-commercial literature
9
Working Paper
9
Aufsatz in Zeitschrift
5
Language
All
English
14
Author
All
Pedersen, Lasse Heje
3
Uppal, Raman
2
Alvarez, Fernando
1
Bessler, David A.
1
Bollerslev, Tim
1
Breinlich, Holger
1
Brodie, Joshua
1
Buss, Adrian
1
Chen, Chongzhu
1
Daubechies, Ingrid
1
De Mol, Christine
1
DeMiguel, Victor
1
Degryse, Hans
1
Garleanu, Nicolae
1
Giannone, Domenico
1
Goodwin, Barry K.
1
Guiso, Luigi
1
Hood, Benjamin
1
Huss, John
1
Jensen, Mads Vestergaard
1
Li, Daye
1
Lippi, Francesco
1
Martin-Utrera, Alberto
1
Mei, Xiaoling
1
Mjelde, James W.
1
Nocke, Volker
1
Nogales, Francisco J.
1
Nziramasanga, Mudziviri
1
Park, Haesun
1
Schutz, Nicolas
1
Solakoglu, Ebru Guven
1
Van Achter, Mark
1
Vilkov, Grigory
1
Wuyts, Gunther
1
Yoder, Jonathan
1
Zhang, Xinmin
1
Zhu, Huanjun
1
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Published in...
All
Applied economics
Discussion paper / Centre for Economic Policy Research
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.
25
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
The journal of law, economics, & organization
17
European journal of operational research : EJOR
15
Journal of banking & finance
15
Swiss Finance Institute Research Paper
15
Journal of financial and quantitative analysis : JFQA
14
Quantitative finance
13
Journal of financial markets
12
The journal of trading
12
Journal of economic dynamics & control
11
American journal of agricultural economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Journal of economic behavior & organization : JEBO
9
Journal of political economy
9
Mathematics and financial economics
9
The journal of futures markets
9
Applied mathematical finance
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
The journal of law & economics
7
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
6
Journal of investment management : JOIM
6
The American economic review
6
The journal of real estate finance and economics
6
The review of economics and statistics
6
Astin bulletin : the journal of the International Actuarial Association
5
Financial analysts' journal : FAJ
5
International finance discussion papers
5
International review of financial analysis
5
Journal of institutional and theoretical economics : JITE
5
Journal of urban economics
5
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ECONIS (ZBW)
14
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1
Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling
;
Zhu, Huanjun
;
Chen, Chongzhu
- In:
Applied economics
55
(
2023
)
13
,
pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
Saved in:
2
How time horizons and arbitrage cost influence the turnover premium?
Li, Daye
;
Zhang, Xinmin
- In:
Applied economics
51
(
2019
)
44
,
pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
Saved in:
3
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
4
A portfolio perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
-
2017
Persistent link: https://www.econbiz.de/10011817174
Saved in:
5
Early option exercise : never say never
Pedersen, Lasse Heje
;
Jensen, Mads Vestergaard
-
2015
Persistent link: https://www.econbiz.de/10011441359
Saved in:
6
Merger policy in a quantitative model of international trade
Breinlich, Holger
;
Nocke, Volker
;
Schutz, Nicolas
-
2015
Persistent link: https://www.econbiz.de/10011391959
Saved in:
7
Where experience matters : asset allocation and asset pricing with opaque and illiquid assets
Buss, Adrian
;
Uppal, Raman
;
Vilkov, Grigory
-
2015
Persistent link: https://www.econbiz.de/10010495448
Saved in:
8
The check in the mail : household characteristics and migrant remittance from the US to Mexico
Nziramasanga, Mudziviri
;
Yoder, Jonathan
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10009718456
Saved in:
9
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
10
Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003948920
Saved in:
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