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~subject:"Transaktionskosten"
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Transaktionskosten
Theorie
66
Theory
66
Arbitrage
36
Transaction costs
21
CAPM
16
pessimism
14
Portfolio selection
13
Portfolio-Management
13
equilibrium
13
Financial market
12
Finanzmarkt
12
Incomplete market
12
Pessimism
12
Unvollkommener Markt
12
Equilibrium theory
10
Gleichgewichtstheorie
10
Heterogeneous beliefs
9
Equilibrium
8
Erwartungsbildung
8
Expectation formation
8
Optimism
8
arbitrage
8
Arbitrage Pricing
7
Optionspreistheorie
7
Risk
7
Risk aversion
7
heterogeneous beliefs
7
incomplete markets
7
Arbitrage pricing
6
Consumption discount rate
6
Derivat
6
Derivative
6
Option pricing theory
6
Rational expectations
6
Risiko
6
Risikoaversion
6
Risk Premium
6
hyperbolic discounting
6
judged probability
6
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12
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5
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12
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5
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5
Amtsdruckschrift
3
Government document
3
Graue Literatur
3
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3
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English
15
French
1
Spanish
1
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Jouini, Elyès
17
Kallal, Hédi D.
7
Napp, Clotilde
3
Carassus, Laurence
2
Koehl, Pierre-François
2
Touzi, Nizar
2
Campi, Luciano
1
Porte, Vincent
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of mathematical economics
4
Economics letters
1
Finance and stochastics
1
Información comercial española / Cuadernos económicos
1
Journal of economic theory
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
The European journal of finance
1
The review of financial studies
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ECONIS (ZBW)
17
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1
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000956287
Saved in:
2
Price functionals with bid-ask spreads : an axiomatic approach
Jouini, Elyès
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10001531840
Saved in:
3
Arbitrage and control problems in finance : a presentation
Jouini, Elyès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10001567613
Saved in:
4
Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano
;
Jouini, Elyès
;
Porte, Vincent
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10009754853
Saved in:
5
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
6
Efficient trading strategies in the presence of market frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 343-369
Persistent link: https://www.econbiz.de/10001570565
Saved in:
7
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
8
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
Saved in:
9
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
Saved in:
10
General equilibrium with producers and brokers : existence and regularity
Jouini, Elyès
- In:
Economics letters
41
(
1993
)
3
,
pp. 257-263
Persistent link: https://www.econbiz.de/10001145335
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