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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risiko"
~subject:"Transaction costs"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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2
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David
-
2001
Persistent link: https://www.econbiz.de/10013423389
Saved in:
3
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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4
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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5
Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
Saved in:
6
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
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7
Back to background risk?
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
-
2016
Persistent link: https://www.econbiz.de/10011437530
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8
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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9
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
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10
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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