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type_genre:"Collection of articles of several authors"
~person:"Lynch, Anthony W."
~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
10
Transaction costs
10
Transaktionskosten
10
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5
Theory
5
USA
4
United States
4
Capital income
3
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3
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2
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Collection of articles of several authors
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Lynch, Anthony W.
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
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
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3
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of finance : the journal of the American Finance Association
2
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1
Journal of financial economics
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The journal of computational finance
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
-
2004
Persistent link: https://www.econbiz.de/10002499194
Saved in:
2
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
3
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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
Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.
;
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
Saved in:
7
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:
8
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:
9
Transaction costs and predictability : some utility cost calculations
Balduzzi, Pierluigi
;
Lynch, Anthony W.
- In:
Journal of financial economics
52
(
1999
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001387776
Saved in:
10
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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