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type_genre:"Collection of articles of several authors"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Portfolio selection"
~subject:"Wohlfahrtsanalyse"
~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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Portfolio selection
Wohlfahrtsanalyse
Transaktionskosten
66
Transaction costs
65
Theorie
36
Theory
36
Portfolio-Management
12
Welt
7
World
7
Option pricing theory
6
Optionspreistheorie
6
Welfare analysis
5
Bargaining theory
4
Incomplete contract
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International economy
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Internationale Wirtschaft
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Theorie der Unternehmung
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Theory of the firm
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Unvollständiger Vertrag
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transaction costs
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Collection of articles of several authors
Article in journal
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Graue Literatur
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10
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Working Paper
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English
17
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Atkinson, Colin
6
Alvarez, Fernando
2
Lippi, Francesco
2
Mokkhavesa, S.
2
Quek, Gary
2
Albuquerque, Rui H. P. L. de
1
Ali, B. al-
1
Brodie, Joshua
1
Buss, Adrian
1
Cespa, Giovanni
1
Daubechies, Ingrid
1
De Mol, Christine
1
Degryse, Hans
1
Foucault, Thierry
1
Garleanu, Nicolae
1
Giannone, Domenico
1
Guiso, Luigi
1
Lépinette, Emmanuel
1
Pedersen, Lasse Heje
1
Robert-Nicoud, Frédéric
1
Rochet, Jean-Charles
1
Schroth, Enrique
1
Storey, Emmeline
1
Tirole, Jean
1
Tran, Tuan
1
Uppal, Raman
1
Van Achter, Mark
1
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Applied mathematical finance
Discussion paper / Centre for Economic Policy Research
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
15
European journal of operational research : EJOR
13
Quantitative finance
13
Journal of banking & finance
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of economic dynamics & control
10
The journal of finance : the journal of the American Finance Association
10
Mathematics and financial economics
9
The review of financial studies
8
Insurance / Mathematics & economics
7
Journal of financial economics
7
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Economic modelling
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / CEPR
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ECONIS (ZBW)
17
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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
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:
3
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:
4
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
5
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:
6
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:
7
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:
8
Quantifying private benefits of control from a structural model of block trades
Albuquerque, Rui H. P. L. de
;
Schroth, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003875839
Saved in:
9
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2009
Persistent link: https://www.econbiz.de/10003879959
Saved in:
10
Insiders-outsiders, transparency and the value of the ticker
Cespa, Giovanni
;
Foucault, Thierry
-
2008
Persistent link: https://www.econbiz.de/10003704399
Saved in:
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