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type_genre:"Collection of articles of several authors"
~person:"Atkinson, Colin"
~person:"Pliska, Stanley R."
~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
Transaction costs
14
Transaktionskosten
14
Portfolio-Management
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12
Option pricing theory
2
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Collection of articles of several authors
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Atkinson, Colin
Pliska, Stanley R.
Muhle-Karbe, Johannes
16
Soner, Halil Mete
8
Yu, Jing-Rung
8
Chiou, Wan-jiun Paul
7
Kallsen, Jan
6
Schenk-Hoppé, Klaus Reiner
6
Dai, Min
5
Evstigneev, Igor V.
5
Garleanu, Nicolae
5
Guasoni, Paolo
5
Kabanov, Jurij M.
5
Liu, Hong
5
Lynch, Anthony W.
5
Lépinette, Emmanuel
5
Pedersen, Lasse Heje
5
Sass, Jörn
5
Uppal, Raman
5
Abel, Andrew B.
4
Alvarez, Fernando
4
Avanzi, Benjamin
4
Bielecki, Tomasz R.
4
Buss, Adrian
4
DeMiguel, Victor
4
Eberly, Janice C.
4
Guiso, Luigi
4
Lee, Wen-Yi
4
Lippi, Francesco
4
Lo, Andrew W.
4
Loewenstein, Mark A.
4
Nogales, Francisco J.
4
Panageas, Stauros
4
Schachermayer, Walter
4
Sulem, Agnès
4
Tan, Sinan
4
Vilkov, Grigory
4
Wong, Bernard
4
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Applied mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
The journal of computational finance
1
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ECONIS (ZBW)
12
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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
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:
3
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:
4
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
5
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
Saved in:
6
Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R.
;
Chancelier, Jean-Philippe
;
Pliska, …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10002390572
Saved in:
7
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
Saved in:
8
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
Saved in:
9
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
10
On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001226695
Saved in:
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