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~isPartOf:"European journal of law and economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU countries"
~subject:"Transaction costs"
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EU countries
Transaction costs
Transaktionskosten
52
Theorie
46
Theory
46
Portfolio selection
19
Portfolio-Management
19
Economic analysis of law
12
Option pricing theory
12
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12
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transaction costs
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60
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Cordero, Fernando
2
Grolleau, Gilles
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Konno, Hiroshi
2
Leung, Tim
2
Mejer, Malwina
2
Perez-Ostafe, Lavinia
2
Roux, Alet
2
Rudloff, Birgit
2
Van Pottelsberghe de la Potterie, Bruno
2
Vereeck, Lode Maria Corneel
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Candela, Rosolino A.
1
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1
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European journal of law and economics
International journal of theoretical and applied finance
NBER working paper series
91
Working paper / National Bureau of Economic Research, Inc.
91
Europäische Hochschulschriften / 5
80
Discussion paper / Centre for Economic Policy Research
73
NBER Working Paper
72
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
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
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
49
The review of financial studies
49
CESifo working papers
48
Journal of banking & finance
48
Journal of business research : JBR
48
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47
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45
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44
Journal of financial economics
42
American journal of agricultural economics
41
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41
Economics letters
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Applied economics
36
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
35
Policy research working paper : WPS
35
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33
SpringerLink / Bücher
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Economics Papers from University Paris Dauphine
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Journal of institutional economics
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Research paper series / Swiss Finance Institute
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European economic review : EER
25
International review of financial analysis
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ECONIS (ZBW)
60
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1
Conditional-mean hedging under transaction
costs
in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
2
Shortfall risk minimization under fixed transaction
costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
3
On the numerical aspects of optimal option hedging with transaction
costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
4
Implicit transaction
costs
and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
5
Utility maximization in a binomial model with transaction
costs
: a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
6
Real options in franchise contracting : an application of transaction cost and real options theory
Hajdini, Ilir
;
Windsperger, Josef
- In:
European journal of law and economics
50
(
2020
)
2
,
pp. 313-337
Persistent link: https://www.econbiz.de/10012309725
Saved in:
7
High-dimensional portfolio optimization with transaction
costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
8
Pricing and hedging game options in currency models with proportional transaction
costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
9
Critical transaction
costs
and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
10
Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction
costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
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