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Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin; Mokkhavesa, Sutee - In: Applied mathematical finance 8 (2001) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008216767
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Improving the retrieval efficiency of software component markets
Hummel, Oliver; Atkinson, Colin - In: Wirtschaftsinformatik : WI ; Organ der Fachbereichs … 49 (2007) 6, pp. 430-438
Persistent link: https://www.econbiz.de/10007883259
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Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
Atkinson, Colin; Quek, Gary - In: Applied mathematical finance 19 (2012) 3, pp. 265-299
Persistent link: https://www.econbiz.de/10009983144
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Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs
Atkinson, Colin; Storey, Emmeline - In: Applied mathematical finance 17 (2010) 4, pp. 323-358
Persistent link: https://www.econbiz.de/10008443440
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The influence of perceived stock value price histories in the mean-variance-instability model
Atkinson, C.; Alvarez, M.J. - In: European journal of operational research : EJOR 128 (2001) 1, pp. 185-191
Persistent link: https://www.econbiz.de/10006660409
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Multi-asset portfolio optimization with transaction cost
Atkinson, C.; Mokkhavesa, S. - In: Applied mathematical finance 11 (2004) 2, pp. 95-124
Persistent link: https://www.econbiz.de/10008214711
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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.; Atkinson, C. - In: Applied mathematical finance 11 (2004) 1, pp. 51-76
Persistent link: https://www.econbiz.de/10008214797
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Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, C.; Mokkhavesa, S. - In: Applied mathematical finance 10 (2003) 4, pp. 267-302
Persistent link: https://www.econbiz.de/10008215116
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On an investment-consumption model with transaction costs: An asymptotic analysis
Atkinson, C.; Al-Ali, B. - In: Applied mathematical finance 4 (1997) 2, pp. 109
Persistent link: https://www.econbiz.de/10008219567
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Pricing a European Basket Option in the Presence of Proportional Transaction Costs
Atkinson, C.; Alexandropoulos, C.A. - In: Applied mathematical finance 13 (2006) 3, pp. 191-214
Persistent link: https://www.econbiz.de/10008222271