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type_genre:"Collection of articles of several authors"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"The quarterly journal of finance"
~subject:"Portfolio selection"
~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
Transaktionskosten
70
Transaction costs
69
Theorie
39
Theory
39
Portfolio-Management
14
Welt
7
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7
Welfare analysis
5
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Collection of articles of several authors
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14
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Czerwonko, Michal
2
Perrakis, Stylianos
2
Albeverio, Sergio
1
Alvarez, Fernando
1
Ang, Andrew
1
Brodie, Joshua
1
Buss, Adrian
1
Cao, H. Henry
1
Daubechies, Ingrid
1
De Mol, Christine
1
Degryse, Hans
1
Garleanu, Nicolae
1
Giannone, Domenico
1
Guiso, Luigi
1
Lao, LanJun
1
Lippi, Francesco
1
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1
Sass, Jörn
1
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1
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1
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1
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1
Van Achter, Mark
1
Vilkov, Grigory
1
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Discussion paper / Centre for Economic Policy Research
Mathematical methods of operations research
The quarterly journal of finance
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
Journal of economic dynamics & control
10
The journal of finance : the journal of the American Finance Association
10
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9
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
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7
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7
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6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
International review of financial analysis
5
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5
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Finance research letters
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Financial analysts' journal : FAJ
4
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International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational 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
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
Transaction risk, derivative assets, and equilibrium
Cao, H. Henry
;
Ye, Dongyan
- In:
The quarterly journal of finance
6
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011452334
Saved in:
2
Portfolio selection with transaction costs and jump-diffusion asset dynamics I : a numerical solution
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011585411
Saved in:
3
Portfolio selection with transaction costs and jump-diffusion asset dynamics II : economic implications
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011585413
Saved in:
4
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:
5
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
6
Risk, returns, and optimal holdings of private equity : a survey of existing approaches
Ang, Andrew
;
Sørensen, Morten
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1101-1127
Persistent link: https://www.econbiz.de/10009679972
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
Replication and shortfall risk in a binomial model with transaction costs
Trivellato, Barbara
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003858038
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
Sparse and stable Markowitz portfolios
Brodie, Joshua
;
Daubechies, Ingrid
;
De Mol, Christine
; …
-
2007
Persistent link: https://www.econbiz.de/10003549593
Saved in:
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