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~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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Portfolio selection
Portfolio-Management
Transaction costs
30
Transaktionskosten
30
Theorie
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21
transaction costs
10
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8
Option pricing theory
8
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International journal of theoretical and applied finance
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
14
Quantitative finance
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
NBER working paper series
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The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Mathematics and financial economics
9
NBER Working Paper
8
The review of financial studies
8
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7
Insurance / Mathematics & economics
7
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6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
International review of financial analysis
5
Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Journal of investment management : JOIM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Computational economics
4
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
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:
2
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
3
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
4
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:
5
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
6
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
Saved in:
7
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:
8
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
9
Optimal mean reversion trading with transaction costs and stop-loss exit
Leung, Tim
;
Li, Xin
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403754
Saved in:
10
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
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