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~isPartOf:"Applied mathematical finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Transaktionskosten"
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Transaction costs
14
Transaktionskosten
14
Theorie
10
Theory
10
Portfolio selection
7
Portfolio-Management
7
Option pricing theory
6
Optionspreistheorie
6
transaction costs
3
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Aufsatz in Zeitschrift
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Atkinson, Colin
8
Mokkhavesa, S.
2
Quek, Gary
2
Alexandropoulos, C. A.
1
Ali, B. al-
1
Bagley, Charles N.
1
Bordigoni, Giuliana
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1
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1
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1
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Applied mathematical finance
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
60
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of financial economics
42
Journal of institutional and theoretical economics : JITE
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
34
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Applied economics
29
Journal of financial markets
29
The journal of trading
28
Journal of institutional economics
27
International review of economics & finance : IREF
25
Strategic management journal
24
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
The American economic review
23
The journal of futures markets
23
European journal of law and economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
International business review : the official journal of the European International Business Academy
21
Journal of financial and quantitative analysis : JFQA
21
Journal of mathematical economics
21
Journal of money, credit and banking : JMCB
21
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
21
Cambridge journal of economics
20
Finance research letters
20
International review of financial analysis
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Applied economics letters
19
European economic review : EER
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1
Strategic execution trajectories
Bordigoni, Giuliana
;
Figalli, Alessio
;
Ledford, Anthony
; …
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 288-330
Persistent link: https://www.econbiz.de/10014291948
Saved in:
2
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:
3
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:
4
Option pricing with transaction costs and stochastic interest rate
SenGupta, Indranil
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 399-416
Persistent link: https://www.econbiz.de/10010500884
Saved in:
5
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:
6
The effect of correlation and transaction costs on the pricing of basket options
Atkinson, Colin
;
Ingpochai, P.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 131-179
Persistent link: https://www.econbiz.de/10009561237
Saved in:
7
Approximate hedging of contingent claims under transaction costs for general pay-offs
Denis, Emmanuel
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 491-518
Persistent link: https://www.econbiz.de/10008797238
Saved in:
8
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:
9
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
Saved in:
10
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:
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