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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Transaktionskosten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Portfolio optimization"
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Transaktionskosten
Portfolio selection
616
Portfolio-Management
616
Theorie
360
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360
Mathematical programming
121
Mathematische Optimierung
121
USA
101
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101
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65
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52
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Ching, Wai Ki
2
Gu, Jia-Wen
2
Guo, Sini
2
Liu, Hong
2
Lynch, Anthony W.
2
Avanzi, Benjamin
1
Balduzzi, Pierluigi
1
Blomvall, Jörgen
1
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1
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1
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1
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Mu, Da-Ren
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1
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1
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1
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1
Poulsen, Rolf
1
Prisman, Eliezer Zeev
1
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European journal of operational research : EJOR
The journal of finance : the journal of the American Finance Association
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Quantitative finance
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
Mathematics and financial economics
9
The review of financial studies
8
Applied mathematical finance
7
Insurance / Mathematics & economics
7
Journal of financial economics
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
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
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
5
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Economic modelling
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Journal of economic theory
3
Journal of empirical finance
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Journal of mathematical economics
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
23
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1
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
2
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
3
Adaptive online portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1074-1086
Persistent link: https://www.econbiz.de/10012622437
Saved in:
4
On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
Saved in:
5
Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina
;
Ponce, Diego
;
Puerto, Justo
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
Saved in:
6
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
7
Asset allocation with correlation : a composite trade-off
Carroll, Rachael
;
Conlon, Thomas
;
Cotter, John
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
Saved in:
8
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
9
A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Mu, Da-Ren
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 872-878
Persistent link: https://www.econbiz.de/10011386345
Saved in:
10
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
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