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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
NBER working paper series
85
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Finance and stochastics
64
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61
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58
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55
Discussion paper / Centre for Economic Policy Research
54
The journal of finance : the journal of the American Finance Association
51
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48
The review of financial studies
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
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47
Discussion paper / Tinbergen Institute
44
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44
Economics Papers from University Paris Dauphine
43
Gabler Edition Wissenschaft
43
Journal of financial economics
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
CESifo working papers
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
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34
The journal of law, economics, & organization
32
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30
Policy research working paper : WPS
30
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30
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29
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29
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28
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27
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27
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26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
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1
Liquidity risk and instabilities in portfolio optimization
Caccioli, Fabio
;
Kondor, Imre
;
Marsili, Matteo
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011524891
Saved in:
2
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
4
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
5
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
6
American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
7
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
8
Brownian semistationary processes and conditional full support
Pakkanen, Mikko S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009269353
Saved in:
9
Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
10
Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
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