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~subject:"Portfolio selection"
~type_genre:"Bibliography included"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Portfolio selection
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1
Arbitrage theory in models with
transaction
costs
beyond efficient friction
Molitor, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013187807
Saved in:
2
Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias
-
2017
Persistent link: https://www.econbiz.de/10012197703
Saved in:
3
Dynamic risk management of multi-asset portfolios
Groll, Christian
-
2017
Persistent link: https://www.econbiz.de/10012202863
Saved in:
4
Assessing asset pricing anomalies
Groot, Wilma de
-
2017
Persistent link: https://www.econbiz.de/10011862366
Saved in:
5
Optimal investment and utility indifference pricing in the presence of small fixed
transaction
costs
Feodoria, Mark-Roman
-
2016
Persistent link: https://www.econbiz.de/10012388607
Saved in:
6
Rough volatility and portfolio optimisation under small
transaction
costs
Schelling, Denis Matthias
-
2019
Persistent link: https://www.econbiz.de/10012533244
Saved in:
7
Trading with small nonlinear price impact : optimal execution and rebalancing of active investments
Cayé, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011781704
Saved in:
8
Four essays on German stocks : returns, anomalies, and insider trading
Schmidt, Martin H.
-
2016
Persistent link: https://www.econbiz.de/10011568964
Saved in:
9
Worst-case portfolio optimization :
transaction
costs
and bubbles
Belak, Christoph
-
2015
Persistent link: https://www.econbiz.de/10011305814
Saved in:
10
On using shadow prices for the asymptotic analysis of portfolio optimization under proportional
transaction
costs
Ahrens, Lia
-
2015
Persistent link: https://www.econbiz.de/10011305815
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