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type_genre:"Collection of articles of several authors"
~person:"Bielecki, Tomasz R."
~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
Portfolio-Management
7
Transaction costs
7
Transaktionskosten
7
Theorie
5
Theory
5
Arbitrage Pricing
2
Arbitrage pricing
2
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Tax effects
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transaction costs
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1
Capital income tax
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Option pricing theory
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Optionspreistheorie
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arbitrage
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arbitrage pricing
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conic finance
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consistent pricing system
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credit default swaps
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dividends
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dynamic bid and ask
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dynamic coherent risk measures
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dynamic gain-loss ratio
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fundamental theorem of asset pricing
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fundamental theorems of asset pricing
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illiquid market
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Collection of articles of several authors
Article in journal
Book section
Graue Literatur
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7
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English
7
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Bielecki, Tomasz R.
Pliska, Stanley R.
Muhle-Karbe, Johannes
16
Soner, Halil Mete
8
Yu, Jing-Rung
8
Atkinson, Colin
7
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
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
Zhang, Wei-guo
4
Babaei, E.
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
International journal of theoretical and applied finance
1
The journal of computational finance
1
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ECONIS (ZBW)
7
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1
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
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