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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Harvey, Campbell R."
~person:"Kabanov, Jurij M."
~subject:"Capital income"
~subject:"Euro area"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Capital income
Euro area
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Portfolio selection
Volatilität
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Theory
20
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9
Transaktionskosten
9
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English
14
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Harvey, Campbell R.
Kabanov, Jurij M.
Titman, Sheridan
14
Narayan, Paresh Kumar
12
Wei, K. C. John
10
Lin, Chaonan
9
Ko, Kuan-Cheng
8
Lakonishok, Josef
8
Stambaugh, Robert F.
8
Bekaert, Geert
7
Chiah, Mardy
7
Fama, Eugene F.
7
Hammoudeh, Shawkat
7
Andersen, Torben
6
Cakici, Nusret
6
Cheema, Muhammad A.
6
Dinh Hoang Bach Phan
6
French, Kenneth Ronald
6
Hong, Harrison G.
6
Jegadeesh, Narasimhan
6
Kontonikas, Alexandros
6
Muhle-Karbe, Johannes
6
Pástor, Ľuboš
6
Shleifer, Andrei
6
Tavlas, George S.
6
Yang, Nien-Tzu
6
Zhong, Angel
6
Benth, Fred Espen
5
Brennan, Michael J.
5
Caporale, Guglielmo Maria
5
Carr, Peter
5
Chai, Daniel
5
Chordia, Tarun
5
Daniel, Kent
5
Dumas, Bernard
5
Ehrmann, Michael
5
Fabozzi, Frank J.
5
Faff, Robert W.
5
Ferson, Wayne E.
5
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5
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Finance and stochastics
Journal of international money and finance
Pacific-Basin finance journal
The journal of finance : the journal of the American Finance Association
Journal of financial economics
7
Journal of banking & finance
2
Annals of economics and finance
1
Annual review of financial economics
1
Critical finance review
1
Emerging markets review
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Finanzmarkt und Portfolio-Management
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research in finance
1
Swedish economic policy review
1
The World Bank economic review
1
The journal of fixed income
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
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1
ifo DICE report
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ECONIS (ZBW)
14
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1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
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:
3
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
4
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
5
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
6
Growth volatility and financial liberalization
Bekaert, Geert
;
Harvey, Campbell R.
;
Lundblad, Christian
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 370-403
Persistent link: https://www.econbiz.de/10003336148
Saved in:
7
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
8
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
9
Are correlations of stock returns justified by subsequent changes in national outputs?
Dumas, Bernard
;
Harvey, Campbell R.
;
Ruiz, Pierre
- In:
Journal of international money and finance
22
(
2003
)
6
,
pp. 777-811
Persistent link: https://www.econbiz.de/10001814298
Saved in:
10
The dynamics of emerging market equity flows
Bekaert, Geert
;
Harvey, Campbell R.
;
Lumsdaine, Robin L.
- In:
Journal of international money and finance
21
(
2002
)
3
,
pp. 295-350
Persistent link: https://www.econbiz.de/10001673152
Saved in:
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