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~person:"Schachermayer, Walter"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Nachruf"
~type_genre:"Sammelwerk"
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Search: subject:"Transaktionskosten"
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Schachermayer, Walter
Williamson, Oliver E.
19
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15
Muhle-Karbe, Johannes
13
Bessembinder, Hendrik
12
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12
Windsperger, Josef
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Yang, Xiaokai
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10
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10
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9
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8
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8
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano
;
Schachermayer, Walter
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
Saved in:
8
The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
Saved in:
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