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~subject:"Transaktionskosten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Portfolio optimization"
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Transaktionskosten
Portfolio selection
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3
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Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
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European journal of operational research : EJOR
13
Quantitative finance
13
Journal of banking & finance
12
Journal of economic dynamics & control
10
The journal of finance : the journal of the American Finance Association
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The journal of trading
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Astin bulletin : the journal of the International Actuarial Association
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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Journal of financial markets
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Journal of investment management : JOIM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
5
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of computational finance
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Economic modelling
3
Journal of economic theory
3
Journal of empirical finance
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Journal of mathematical economics
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
409
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409
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1
Optimal investment for retail investors
Belak, Christoph
;
Mich, Lukas
;
Seifried, Frank Thomas
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 555-594
Persistent link: https://www.econbiz.de/10013164562
Saved in:
2
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
3
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
4
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs
Zhang, Yong
;
Li, Jiahao
;
Yang, Xingyu
;
Lin, Hong
- In:
Journal of the Operational Research Society
74
(
2023
)
8
,
pp. 1940-1953
Persistent link: https://www.econbiz.de/10014336394
Saved in:
5
Beyond Fama-French factors : alpha from short-term signals
Blitz, David
;
Hanauer, Matthias
;
Honarvar, Iman
; …
- In:
Financial analysts journal : FAJ
79
(
2023
)
4
,
pp. 96-117
Persistent link: https://www.econbiz.de/10014427369
Saved in:
6
Night trading : lower risk but higher returns?
Lachance, Marie-Eve
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014431263
Saved in:
7
Rebalancing with transaction costs : theory, simulations, and actual data
El Bernoussi, Rim
;
Rockinger, Michael
- In:
Financial markets and portfolio management
37
(
2023
)
2
,
pp. 121-160
Persistent link: https://www.econbiz.de/10014321843
Saved in:
8
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
9
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
10
Earning alpha by avoiding the index rebalancing crowd
Arnott, Robert D.
;
Brightman, Christopher
;
Kalesnik, Vitali
- In:
Financial analysts journal : FAJ
79
(
2023
)
2
,
pp. 76-97
Persistent link: https://www.econbiz.de/10014291963
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