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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly journal of finance"
~subject:"Transaktionskosten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Transaktionskosten
Portfolio selection
254
Portfolio-Management
254
Theorie
102
Theory
102
USA
95
United States
95
Capital income
42
Kapitaleinkommen
42
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Aufsatz in Zeitschrift
Systematic review
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Czerwonko, Michal
2
Liu, Hong
2
Lynch, Anthony W.
2
Perrakis, Stylianos
2
Ang, Andrew
1
Balduzzi, Pierluigi
1
Bossaerts, Peter L.
1
Boyle, Phelim P.
1
Bruguier, Antoine J.
1
Cao, H. Henry
1
Dermody, Jaime C.
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Dumas, Bernard
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1
Jang, Bong-gyu
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1
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Luciano, Elisa
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1
Prisman, Eliezer Zeev
1
Quartz, Steven R.
1
Sadka, Ronnie
1
Sørensen, Morten
1
Tan, Sinan
1
Vorst, Ton
1
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The journal of finance : the journal of the American Finance Association
The quarterly journal of finance
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
European journal of operational research : EJOR
13
Quantitative finance
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
Mathematics and financial economics
9
The review of financial studies
8
Applied mathematical finance
7
Insurance / Mathematics & economics
7
Journal of financial economics
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
International review of financial analysis
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
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
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
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Economic modelling
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Journal of economic theory
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Journal of empirical finance
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Journal of mathematical economics
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
14
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1
Transaction risk, derivative assets, and equilibrium
Cao, H. Henry
;
Ye, Dongyan
- In:
The quarterly journal of finance
6
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011452334
Saved in:
2
Portfolio selection with transaction costs and jump-diffusion asset dynamics I : a numerical solution
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011585411
Saved in:
3
Portfolio selection with transaction costs and jump-diffusion asset dynamics II : economic implications
Czerwonko, Michal
;
Perrakis, Stylianos
- In:
The quarterly journal of finance
6
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011585413
Saved in:
4
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
5
Risk, returns, and optimal holdings of private equity : a survey of existing approaches
Ang, Andrew
;
Sørensen, Morten
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1101-1127
Persistent link: https://www.econbiz.de/10009679972
Saved in:
6
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
7
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
8
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
9
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
10
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
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