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~isPartOf:"Economic modelling"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Transaction costs"
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3
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Economic modelling
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
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29
International journal of theoretical and applied finance
18
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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1
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
2
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
3
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
4
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
5
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
6
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
7
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
8
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
9
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
10
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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