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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"1994"
~subject:"Transaction costs"
~subject:"United States"
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1994
Transaction costs
United States
Transaktionskosten
51
Theorie
26
Theory
26
Portfolio selection
23
Portfolio-Management
23
USA
12
transaction costs
11
Option pricing theory
9
Optionspreistheorie
9
Hedging
8
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International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
72
NBER Working Paper
67
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
Discussion paper / Centre for Economic Policy Research
53
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
The review of financial studies
47
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
44
Journal of institutional and theoretical economics : JITE
44
Gabler Edition Wissenschaft
43
Journal of financial economics
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
34
CESifo working papers
33
The journal of law, economics, & organization
32
Policy research working paper : WPS
30
Journal of financial markets
29
SpringerLink / Bücher
28
The journal of trading
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Economics Papers from University Paris Dauphine
27
Journal of institutional economics
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Research paper series / Swiss Finance Institute
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Strategic management journal
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Applied economics
26
International review of economics & finance : IREF
25
Discussion paper
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Economic inquiry : journal of the Western Economic Association International
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Finance and Stochastics
23
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
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ECONIS (ZBW)
51
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1
The shadow costs of illiquidity
Jansen, Kristy A. E.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
7
,
pp. 2693-2723
Persistent link: https://www.econbiz.de/10013428939
Saved in:
2
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:
3
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:
4
DRIPs and the dividend pay date effect
Berkman, Henk
;
Koch, Paul Douglas
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408
Saved in:
5
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:
6
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:
7
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:
8
American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
9
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:
10
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
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