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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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Search: subject:"Transaktionskosten"
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Portfolio selection
Portfolio-Management
Transaktionskosten
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Abel, Andrew B.
1
Alvarez, Fernando
1
Amadi, Amir A.
1
Ammer, John
1
Bergin, Paul R.
1
Cai, Yongyang
1
Eberly, Janice C.
1
Engle, Robert F.
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Garleanu, Nicolae
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Guiso, Luigi
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Lippi, Francesco
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Lo, Andrew W.
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MacKinlay, Archie Craig
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Working paper / National Bureau of Economic Research, Inc.
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
14
Quantitative finance
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Journal of banking & finance
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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
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Mathematics and financial economics
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NBER Working Paper
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The review of financial studies
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Insurance / Mathematics & economics
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Journal of financial economics
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
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
5
Computational economics
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Finance research letters
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Financial analysts' journal : FAJ
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Financial markets and portfolio management
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
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The quarterly journal of finance
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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
3
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.
;
Eberly, Janice C.
;
Panageas, Stauros
-
2009
Persistent link: https://www.econbiz.de/10003849119
Saved in:
2
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2009
Persistent link: https://www.econbiz.de/10003870636
Saved in:
3
Numerical solution of dynamic portfolio optimization with transaction costs
Cai, Yongyang
;
Judd, Kenneth L.
;
Xu, Rong
-
2013
Persistent link: https://www.econbiz.de/10009711772
Saved in:
4
Execution risk
Engle, Robert F.
;
Ferstenberg, Robert
-
2006
Persistent link: https://www.econbiz.de/10003316915
Saved in:
5
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
-
2004
Persistent link: https://www.econbiz.de/10002499194
Saved in:
6
Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
-
2002
Persistent link: https://www.econbiz.de/10001661181
Saved in:
7
Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003952124
Saved in:
8
Look at me now : what attracts US shareholders?
Ammer, John
;
Holland, Sara B.
;
Smith, David C.
; …
-
2006
Persistent link: https://www.econbiz.de/10003374698
Saved in:
9
Understanding international portfolio diversification and turnover rates
Amadi, Amir A.
;
Bergin, Paul R.
-
2006
Persistent link: https://www.econbiz.de/10003366493
Saved in:
10
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
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