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type_genre:"Collection of articles of several authors"
~person:"Babaei, E."
~person:"Pliska, Stanley R."
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Portfolio selection
Portfolio-Management
8
Transaction costs
8
Transaktionskosten
8
Theorie
5
Theory
5
Stochastic process
3
Stochastischer Prozess
3
benchmark strategies
3
convex multivalued operators
3
random dynamical systems
3
rapid paths
3
transaction costs
3
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Steuerwirkung
2
Tax effects
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capital growth theory
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numeraire portfolios
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von Neumann-Gale dynamical systems
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Capital income tax
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Kapitalertragsteuer
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Mathematical programming
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Mathematische Optimierung
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Risk
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Yosida-Hewitt decomposition
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capital growth
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convex analysis in L∞
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financial markets
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logarithmically optimal paths
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portfolio constraints
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stochastic optimization
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Collection of articles of several authors
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Graue Literatur
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5
Arbeitspapier
3
Non-commercial literature
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English
8
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Babaei, E.
Pliska, Stanley R.
Muhle-Karbe, Johannes
16
Soner, Halil Mete
8
Atkinson, Colin
7
Kallsen, Jan
6
Schenk-Hoppé, Klaus Reiner
6
Yu, Jing-Rung
6
Chiou, Wan-jiun Paul
5
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
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
Zhang, Wei-guo
4
Bayraktar, Erhan
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Economics discussion paper series : EDP
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of computational finance
1
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ECONIS (ZBW)
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1
Log-optimal and rapid paths in von Neumann-Gale dynamical systems
Babaei, E.
;
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
2019
Persistent link: https://www.econbiz.de/10011978960
Saved in:
2
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.
;
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
2018
Persistent link: https://www.econbiz.de/10011938726
Saved in:
3
Von Neumann-Gale dynamics, market frictions, and capital growth
Babaei, E.
;
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
2018
Persistent link: https://www.econbiz.de/10011938734
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
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:
6
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:
7
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:
8
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
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