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~person:"Schachermayer, Walter"
~person:"Venkataraman, Kumar"
~subject:"Transaction costs"
~type_genre:"Aufsatz in Zeitschrift"
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Transaction costs
Transaktionskosten
15
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5
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4
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4
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Schachermayer, Walter
Venkataraman, Kumar
Williamson, Oliver E.
19
Kabanov, Jurij M.
15
Muhle-Karbe, Johannes
13
Bessembinder, Hendrik
12
Jouini, Elyès
12
Windsperger, Josef
12
Yang, Xiaokai
12
Zhou, Kevin Zheng
12
Foss, Nicolai J.
11
Verbeke, Alain
11
Allen, Douglas Ward
10
Butter, Frank A. G. den
10
Guasoni, Paolo
10
Nooteboom, Bart
10
Saussier, Stéphane
10
Atkinson, Colin
9
Hennart, Jean-François Marie André
9
Lépinette, Emmanuel
9
Martimort, David
9
Ménard, Claude
9
Mahoney, Joseph Timothy
8
Masten, Scott E.
8
McCann, Laura M. J.
8
Peng, Mike W.
8
Perrakis, Stylianos
8
Reuer, Jeffrey J.
8
Rásonyi, Miklós
8
Spiller, Pablo T.
8
Baudry, Bernard
7
Buckley, Peter J.
7
Chavas, Jean-Paul
7
Dahlstrom, Robert
7
Langlois, Richard N.
7
Mayer, Kyle J.
7
Novy, Dennis
7
Starr, Ross M.
7
Baena, Verónica
6
Bayraktar, Erhan
6
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Finance and stochastics
4
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The review of financial studies
2
Annals of finance
1
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1
Journal of financial and quantitative analysis : JFQA
1
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1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
15
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1
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10
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15
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1
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:
2
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
3
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
Saved in:
4
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
5
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
6
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
7
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:
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
The impact of legal and political institutions on equity trading costs : a cross-country analysis
Eleswarapu, Venkat R.
;
Venkataraman, Kumar
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 1081-1111
Persistent link: https://www.econbiz.de/10003358409
Saved in:
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