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type_genre:"Collection of articles of several authors"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of trading"
~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
80
Transaction costs
79
Theorie
38
Theory
38
Portfolio-Management
11
USA
10
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10
Welt
10
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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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13
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13
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19
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Alvarez, Fernando
2
Lippi, Francesco
2
Uppal, Raman
2
Albuquerque, Rui H. P. L. de
1
Bacidore, Jeffrey M.
1
Bemporad, Alberto
1
Bowen, David
1
Brodie, Joshua
1
Buss, Adrian
1
Cespa, Giovanni
1
Chung, Grace
1
Daubechies, Ingrid
1
De Mol, Christine
1
DeMiguel, Victor
1
Degryse, Hans
1
Egger, Peter
1
Fazio, Giorgio
1
Foucault, Thierry
1
Garleanu, Nicolae
1
Giannone, Domenico
1
Gomes, Carla
1
Guiso, Luigi
1
Hutchinson, Mark C.
1
Kissell, Robert
1
MacDonald, Ronald
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Martin-Utrera, Alberto
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Mélitz, Jacques
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Nogales, Francisco J.
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O'Sullivan, Niall
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Pedersen, Lasse Heje
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Plessen, Mogens Graf
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Rhee, Thomas A.
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Robert-Nicoud, Frédéric
1
Rochet, Jean-Charles
1
Schroth, Enrique
1
Staub, Kevin E.
1
Tirole, Jean
1
Van Achter, Mark
1
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Waelbroeck, Henri
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Discussion paper / Centre for Economic Policy Research
The journal of trading
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
11
Journal of economic dynamics & control
10
Applied economics
9
Mathematics and financial economics
9
International review of financial analysis
8
Applied economics letters
7
Applied mathematical finance
7
CESifo working papers
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
Journal of financial markets
7
Economic modelling
6
Finance research letters
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
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ECONIS (ZBW)
19
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1
A posteriori multistage optimal trading under transaction costs and a diversification constraint
Plessen, Mogens Graf
;
Bemporad, Alberto
- In:
The journal of trading
13
(
2018
)
3
,
pp. 67-83
Persistent link: https://www.econbiz.de/10011905564
Saved in:
2
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:
3
An application of transaction cost in the portfolio optimization process
Chung, Grace
;
Kissell, Robert
- In:
The journal of trading
11
(
2016
)
2
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011697450
Saved in:
4
GLM estimation of trade gravity models with fixed effects
Egger, Peter
;
Staub, Kevin E.
-
2015
Persistent link: https://www.econbiz.de/10010495419
Saved in:
5
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:
6
Balancing execution risk and trading cost in portfolio trading algorithms
Bacidore, Jeffrey M.
;
Wu, Di
;
Xu, Wenjie
- In:
The journal of trading
8
(
2013
)
4
,
pp. 37-43
Persistent link: https://www.econbiz.de/10010211738
Saved in:
7
Internalization, clearing and settlement, and liquidity
Degryse, Hans
;
Van Achter, Mark
;
Wuyts, Gunther
-
2012
Persistent link: https://www.econbiz.de/10009502461
Saved in:
8
An algorithm for portfolio trades with transaction costs
Rhee, Thomas A.
- In:
The journal of trading
6
(
2011
)
4
,
pp. 53-59
Persistent link: https://www.econbiz.de/10009349005
Saved in:
9
Transaction cost analysis to optimize trading strategies
Gomes, Carla
;
Waelbroeck, Henri
- In:
The journal of trading
5
(
2010
)
4
,
pp. 29-38
Persistent link: https://www.econbiz.de/10008689031
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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