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type_genre:"Collection of articles of several authors"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~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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Portfolio selection
United States
Transaktionskosten
86
Transaction costs
85
Theorie
50
Theory
50
Portfolio-Management
15
Option pricing theory
10
Optionspreistheorie
10
Hedging
7
Welt
7
World
7
Volatility
6
Volatilität
6
USA
5
Welfare analysis
5
Wohlfahrtsanalyse
5
Bargaining theory
4
Dauerhafte Konsumgüter
4
Durable goods
4
Estimation
4
Financial investment
4
Financial market
4
Finanzmarkt
4
Incomplete contract
4
International economy
4
Internationale Wirtschaft
4
Kapitalanlage
4
Liquidity
4
Option trading
4
Optionsgeschäft
4
Schätzung
4
Theorie der Unternehmung
4
Theory of the firm
4
Transport costs
4
Transportkosten
4
Unvollständiger Vertrag
4
Verhandlungstheorie
4
Aktienmarkt
3
Allgemeines Gleichgewicht
3
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11
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Article
11
Book / Working Paper
9
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Collection of articles of several authors
Article in journal
Book section
Graue Literatur
Aufsatz in Zeitschrift
11
Arbeitspapier
9
Non-commercial literature
9
Working Paper
9
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English
20
Author
All
Pedersen, Lasse Heje
3
Damgaard, Anders
2
Uppal, Raman
2
Alvarez, Fernando
1
Bollerslev, Tim
1
Breinlich, Holger
1
Brodie, Joshua
1
Buss, Adrian
1
Chadha, Jagjit
1
Chellathurai, Thamayanthi
1
Corbae, Dean
1
Corrado, Luisa
1
Dai, Min
1
Daubechies, Ingrid
1
De Mol, Christine
1
DeMiguel, Victor
1
Degryse, Hans
1
Draviam, Thangaraj
1
Duffie, Darrell
1
Fabozzi, Frank J.
1
Garleanu, Nicolae
1
Giannone, Domenico
1
Guiso, Luigi
1
Hood, Benjamin
1
Hu, Yuan
1
Huss, John
1
Isaenko, Sergei
1
Jensen, Mads Vestergaard
1
Lei, Yaoting
1
Lindquist, W. Brent
1
Lippi, Francesco
1
Martin-Utrera, Alberto
1
Muthuraman, Kumar
1
Nocke, Volker
1
Nogales, Francisco J.
1
Račev, Svetlozar T.
1
Schutz, Nicolas
1
Shirvani, Abootaleb
1
Sun, Qi
1
Sun, Tong-sheng
1
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
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
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
Applied economics
5
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)
20
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
3
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:
4
Early option exercise : never say never
Pedersen, Lasse Heje
;
Jensen, Mads Vestergaard
-
2015
Persistent link: https://www.econbiz.de/10011441359
Saved in:
5
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:
6
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:
7
Costly arbitrage through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
8
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
9
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
10
Portfolio choice under transitory price impact
Isaenko, Sergei
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2375-2389
Persistent link: https://www.econbiz.de/10009008866
Saved in:
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