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~subject:"Portfolio selection"
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Portfolio selection
Portfolio-Management
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Fabozzi, Frank J.
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Maurer, Raimond
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94
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91
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78
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73
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73
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69
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Vanduffel, Steven
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Poterba, James M.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
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Pensions Institute
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Universität Zürich / Institut für Schweizerisches Bankwesen
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CFA Institute <Charlottesville, Va.>
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Federal Reserve System / Division of Research and Statistics
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Friedrich-Schiller-Universität Jena
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Institut für Weltwirtschaft
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International Association for the Study of Insurance Economics
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International Finance Corporation
5
Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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University of Cambridge / Department of Applied Economics
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Journal of banking & finance
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NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
405
European journal of operational research : EJOR
390
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance and stochastics
196
Quantitative finance
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The review of financial studies
194
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
International review of economics & finance : IREF
174
SpringerLink / Bücher
173
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Swiss Finance Institute Research Paper
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Journal of investment management : JOIM
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The journal of investing
140
Economics letters
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Pacific-Basin finance journal
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The journal of wealth management
131
Applied economics letters
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Research in international business and finance
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ECONIS (ZBW)
43,186
RePEc
12
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1
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1
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
2
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
3
On using shadow prices for the asymptotic analysis of portfolio optimization under proportional transaction costs
Ahrens, Lia
-
2015
Persistent link: https://www.econbiz.de/10011305815
Saved in:
4
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
5
On the market viability under proportional transaction costs
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 800-838
Persistent link: https://www.econbiz.de/10011969083
Saved in:
6
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
Saved in:
7
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
8
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
9
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
10
A state-constrained stochastic optimal control problem arising in portfolio liquidation
Lazgham, Mourad
-
2015
Persistent link: https://www.econbiz.de/10011437748
Saved in:
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