//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"1994"
~subject:"Transaction costs"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Transaction costs"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
1994
Transaction costs
United States
Transaktionskosten
60
Theorie
40
Theory
40
Portfolio selection
25
Portfolio-Management
25
Hedging
13
Option pricing theory
13
Optionspreistheorie
13
USA
12
transaction costs
8
CAPM
7
Stochastic process
6
Stochastischer Prozess
6
Anlageverhalten
4
Arbitrage
4
Behavioural finance
4
Bourse
4
Börse
4
Martingal
4
Martingale
4
Option trading
4
Optionsgeschäft
4
Risikoaversion
4
Risk aversion
4
Aktienmarkt
3
Arbitrage Pricing
3
Arbitrage pricing
3
Bid-ask spread
3
Black-Scholes model
3
Black-Scholes-Modell
3
Börsenkurs
3
Control theory
3
Geld-Brief-Spanne
3
Kontrolltheorie
3
Risiko
3
Risk
3
Share price
3
Stock market
3
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Bessembinder, Hendrik
3
Muhle-Karbe, Johannes
3
Guasoni, Paolo
2
Kabanov, Jurij M.
2
Kallsen, Jan
2
Muthuraman, Kumar
2
Pliska, Stanley R.
2
Schachermayer, Walter
2
Wilmott, Paul
2
Akian, Marianne
1
Atkinson, Colin
1
Bensaïd, Bernard
1
Berkman, Henk
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Brooks, Raymond M.
1
Buescu, Cristin
1
Cadenillas, Abel
1
Cascos, Ignacio
1
Chalasani, Prasad
1
Chateauneuf, Alain
1
Cialenco, Igor
1
Cvitanić, Jakša
1
Czichowsky, Christoph
1
DeMiguel, Victor
1
Delbaen, Freddy
1
Deng, Xiaotie
1
Diltz, J. David
1
Dolinsky, Yan
1
Doukas, John A.
1
Eleswarapu, Venkat R.
1
Faias, José Afonso
1
Franke, Günter
1
Grandits, Peter
1
Grannan, E. R.
1
Guéant, Olivier
1
Herrmann, Markus
1
Huu, Adrien Nguyen
1
Iyengar, Garud
1
Jansen, Kristy A. E.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
Journal of financial markets
29
SpringerLink / Bücher
28
The journal of trading
28
Economics Papers from University Paris Dauphine
27
Journal of institutional economics
27
Research paper series / Swiss Finance Institute
27
Strategic management journal
27
Applied economics
26
International review of economics & finance : IREF
25
Discussion paper
23
Economic inquiry : journal of the Western Economic Association International
23
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
23
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
3
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
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
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
6
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
7
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
8
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
9
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
10
Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->