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~isPartOf:"Finance and stochastics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Mathematische Optimierung"
~subject:"Transaktionskosten"
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Search: subject_exact:"Portfoliomanagement"
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Mathematische Optimierung
Transaktionskosten
Portfolio selection
808
Portfolio-Management
808
Theorie
358
Theory
358
Capital income
191
Kapitaleinkommen
191
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Kabanov, Jurij M.
5
Muhle-Karbe, Johannes
4
Federico, Salvatore
3
Lépinette, Emmanuel
3
Schachermayer, Walter
3
Soner, Halil Mete
3
Bayraktar, Erhan
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Belak, Christoph
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Denis, Emmanuel
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Elie, Romuald
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Grépat, Julien
2
Guasoni, Paolo
2
Molčanov, Il'ja S.
2
Pliska, Stanley R.
2
Post, Thierry
2
Reikvam, Kristin
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Sass, Jörn
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Arduca, Maria
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Finance and stochastics
International review of financial analysis
Journal of investment management : JOIM
Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
127
International journal of theoretical and applied finance
43
Research paper series / Swiss Finance Institute
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Quantitative finance
35
Swiss Finance Institute Research Paper
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Mathematics and financial economics
28
Computers & operations research : and their applications to problems of world concern ; an international journal
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Mathematics of operations research
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Omega : the international journal of management science
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The journal of finance : the journal of the American Finance Association
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INFOR : information systems and operational research
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Journal of risk and financial management : JRFM
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NBER working paper series
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Risks : open access journal
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Computational methods in decision-making, economics and finance
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Journal of financial and quantitative analysis : JFQA
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Journal of the Operational Research Society : OR
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Optimizing optimization : the next generation of optimization applications and theory
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The European journal of finance
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ECONIS (ZBW)
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
Optimal trend-following with transaction costs
Zakamulin, Valeriy
;
Giner, Javier
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470604
Saved in:
5
Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
6
Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
7
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
8
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
9
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
10
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
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