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~isPartOf:"International journal of theoretical and applied finance"
~person:"Bayer, Christian"
~person:"Hamel, Andreas"
~subject:"Transaktionskosten"
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Transaktionskosten
Portfolio selection
2
Portfolio-Management
2
Transaction costs
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Dual optimization problem
1
Duales Optimierungsproblem
1
Entropie
1
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Lagrange duality
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binomial model
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incomplete preference
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Bayer, Christian
Hamel, Andreas
Cordero, Fernando
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Konno, Hiroshi
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Roux, Alet
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International journal of theoretical and applied finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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ECONIS (ZBW)
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Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
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2
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
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