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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial economics"
~subject:"Control theory"
~subject:"Transaktionskosten"
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Control theory
Transaktionskosten
Theorie
124
Theory
124
Transaction costs
106
Portfolio selection
55
Portfolio-Management
55
Financial economics
40
Kapitalmarkttheorie
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Kabanov, Jurij M.
9
Muhle-Karbe, Johannes
7
Rásonyi, Miklós
6
Bessembinder, Hendrik
5
Guasoni, Paolo
5
Lépinette, Emmanuel
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4
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2
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2
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2
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2
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2
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1
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1
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1
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Finance and stochastics
Journal of financial economics
NBER working paper series
88
Working paper / National Bureau of Economic Research, Inc.
85
Europäische Hochschulschriften / 5
73
NBER Working Paper
69
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
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The journal of finance : the journal of the American Finance Association
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
48
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45
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44
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43
Gabler Edition Wissenschaft
43
American journal of agricultural economics
42
Journal of economic dynamics & control
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
CESifo working papers
37
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
International journal of theoretical and applied finance
32
The journal of law, economics, & organization
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SpringerLink / Bücher
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Strategic management journal
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International review of economics & finance : IREF
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Economic inquiry : journal of the Western Economic Association International
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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
Swiss Finance Institute Research Paper
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1
Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.
;
Zheng, Harry
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
Saved in:
2
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
3
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:
4
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:
5
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:
6
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
7
Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
8
Stability of Radner equilibria with respect to small frictions
Herdegen, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
Saved in:
9
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
10
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
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