//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~person:"Muhle-Karbe, Johannes"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Secure implementation : strate...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
6
Theory
6
Transaction costs
5
Transaktionskosten
5
Portfolio-Management
3
Asset pricing
1
Asymptotic expansions
1
Asymptotics
1
CAPM
1
Decision under uncertainty
1
Delta-vega hedging
1
Entscheidung unter Unsicherheit
1
Estimation
1
Fixed transaction costs
1
Forward-backward SDEs
1
Handelsvolumen der Börse
1
Hedging
1
Homogenization
1
Leerverkauf
1
Liquidity
1
Liquidity premium
1
Liquidität
1
Long-run
1
Mathematical programming
1
Mathematische Optimierung
1
Model uncertainty
1
Opportunity cost
1
Opportunitätskosten
1
Optimal investment and consumption
1
Portfolio choice
1
Radner equilibrium
1
Recalibration
1
Risiko
1
Risikoaversion
1
Risk
1
Risk aversion
1
Schätzung
1
Short selling
1
Small uncertainty aversion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Muhle-Karbe, Johannes
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Gozzi, Fausto
2
Kardaras, Constantinos
2
Kim, Donghan
2
Källblad, Sigrid
2
Lindskog, Filip
2
Madan, Dilip B.
2
Malamud, Semyon
2
Molčanov, Il'ja S.
2
more ...
less ...
Published in...
All
Finance and stochastics
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Annual review of financial economics
1
Boston U. School of Management Research Paper
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
2
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->