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Dynamische Portfolio-Selektion : eine Analyse unter Einbeziehung von Kurssprüngen und Transaktionskosten
Nietert, Bernhard - 1996
Persistent link: https://www.econbiz.de/10013420731
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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Essays in dynamic macroeconomics
Corbae, Dean - 1990
Persistent link: https://www.econbiz.de/10000837926
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Essays in international finance
Mah, Jai S. - 1988
Persistent link: https://www.econbiz.de/10000789792
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Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia - 1989
Persistent link: https://www.econbiz.de/10000803308
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Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Prelle, Claas - 2007
Persistent link: https://www.econbiz.de/10009537050
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Comparisons and asymptotics in the theory of portfolio optimization under fixed and proportional transaction costs
Ludwig, Andreas - 2012
Persistent link: https://www.econbiz.de/10009537732
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Maximizing the asymptotic growth rate under fixed and proportional transaction costs in a financial market with jumps
Kochendörfer, Alexandra - 2012
Persistent link: https://www.econbiz.de/10009728924
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Essays on stock momentum and asset liquidity
Sadka, Ronnie - 2003
Persistent link: https://www.econbiz.de/10003624563
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Common market makers and commonality in liquidity
Saad, Mohsen M. - 2002
Persistent link: https://www.econbiz.de/10003629354