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~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical methods of operations research"
~subject:"Outsourcing"
~subject:"Portfolio-Management"
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Outsourcing
Portfolio-Management
Transaction costs
26
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12
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8
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Atkinson, Colin
6
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Quek, Gary
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Lépinette, Emmanuel
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Touzi, Nizar
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Applied mathematical finance
Mathematical methods of operations research
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
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
13
Quantitative finance
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
NBER working paper series
10
The journal of finance : the journal of the American Finance Association
10
The journal of strategic information systems : incorporating International Information Systems
10
Working paper / National Bureau of Economic Research, Inc.
10
Mathematics and financial economics
9
Discussion paper / Tinbergen Institute
8
NBER Working Paper
8
The review of financial studies
8
Insurance / Mathematics & economics
7
Journal of financial economics
6
The journal of trading
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Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
Economics letters
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International journal of operations & production management : IJOPM ; the official journal of the European Operations Management Association, EUROMA
5
International journal of procurement management
5
International review of financial analysis
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
5
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4
Finance research letters
4
Financial analysts' journal : FAJ
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International journal of production economics
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ECONIS (ZBW)
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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
Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
3
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:
4
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:
5
Replication and shortfall risk in a binomial model with transaction costs
Trivellato, Barbara
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003858038
Saved in:
6
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
7
A unified approach to portfolio optimization with linear transaction costs
Zakamouline, Valeri I.
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 319-343
Persistent link: https://www.econbiz.de/10003226181
Saved in:
8
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:
9
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:
10
On-Line portfolio selection strategy with prediction in the presence of transaction costs
Albeverio, Sergio
;
Lao, LanJun
;
Zhao, XueLei
- In:
Mathematical methods of operations research
54
(
2001
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001628096
Saved in:
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