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~person:"Rásonyi, Miklós"
~person:"Venkataraman, Kumar"
~subject:"Transaction costs"
~type_genre:"Aufsatz in Zeitschrift"
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Transaction costs
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Rásonyi, Miklós
Venkataraman, Kumar
Williamson, Oliver E.
19
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15
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13
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12
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ECONIS (ZBW)
15
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1
Super-replication with transaction costs under model uncertainty for continuous processes
Chau, Huy N.
;
Fukasawa, Masaaki
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1066-1085
Persistent link: https://www.econbiz.de/10013463388
Saved in:
2
Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
3
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
4
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
5
Robust utility maximisation in markets with transaction costs
Chau, Huy N.
;
Rásonyi, Miklós
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
Saved in:
6
Trading activity and transaction costs in structured credit products
Bessembinder, Hendrik
;
Maxwell, William F.
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
6
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010253545
Saved in:
7
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-777
Persistent link: https://www.econbiz.de/10009623533
Saved in:
8
Performance of institutional trading desks : an analysis of persistence in trading costs
Anand, Amber
;
Irvine, Paul
;
Puckett, Andy
; …
- In:
The review of financial studies
25
(
2012
)
2
,
pp. 557-598
Persistent link: https://www.econbiz.de/10009515804
Saved in:
9
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
10
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
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