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type_genre:"Collection of articles of several authors"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance research letters"
~subject:"Estimation"
~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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Estimation
Portfolio selection
Wohlfahrtsanalyse
Transaktionskosten
72
Transaction costs
71
Theorie
33
Theory
33
Portfolio-Management
9
Welt
8
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8
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7
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Collection of articles of several authors
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Graue Literatur
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Working Paper
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Alvarez, Fernando
2
Lippi, Francesco
2
Uppal, Raman
2
Albuquerque, Rui H. P. L. de
1
Alshammari, Saad
1
Brodie, Joshua
1
Buss, Adrian
1
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1
Chu, Xiaojun
1
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1
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1
DeMiguel, Victor
1
Degryse, Hans
1
Egger, Peter
1
Fazio, Giorgio
1
Foucault, Thierry
1
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1
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1
Glantz, Morton
1
Gu, Zherong
1
Guiso, Luigi
1
Hong, Sanghyun
1
Kissell, Robert
1
Lalwani, Vaibhav
1
MacDonald, Ronald
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Malamut, Roberto
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Obeid, Hassan
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Pedersen, Lasse Heje
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Schroth, Enrique
1
Staub, Kevin E.
1
Tirole, Jean
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Torrent, Hudson S.
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Discussion paper / Centre for Economic Policy Research
Finance research letters
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
18
Working paper / National Bureau of Economic Research, Inc.
18
Swiss Finance Institute Research Paper
15
European journal of operational research : EJOR
14
Journal of banking & finance
14
Quantitative finance
14
Journal of financial economics
12
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
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10
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9
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9
International review of financial analysis
8
Applied economics letters
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CESifo working papers
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
7
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6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Journal of investment management : JOIM
5
Journal of political economy
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
American journal of agricultural economics
4
Computational economics
4
Discussion paper / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Financial analysts' journal : FAJ
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ECONIS (ZBW)
19
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1
Incorporating green assets in equity portfolios
Lalwani, Vaibhav
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445326
Saved in:
2
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
3
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Saved in:
4
Transactions costs and the equity premium puzzle
Hong, Sanghyun
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479624
Saved in:
5
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun
;
Gu, Zherong
;
Zhou, Haigang
- In:
Finance research letters
30
(
2019
),
pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
Saved in:
6
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:
7
GLM estimation of trade gravity models with fixed effects
Egger, Peter
;
Staub, Kevin E.
-
2015
Persistent link: https://www.econbiz.de/10010495419
Saved in:
8
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:
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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