Narrow search
Showing 21 - 30 of 722,875
Cover Image
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Cover Image
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models
Platanakis, Emmanouil; Sakkas, Athanasios; Sutcliffe, … - In: Applied economics letters 26 (2019) 6, pp. 516-521
Persistent link: https://www.econbiz.de/10012204261
Cover Image
Scaled and stable mean-variance-EVaR portfolio selection strategy with proportional transaction costs
Mills, Ebenezer Atta; Yu, Bo; Yu, Jie - In: Journal of business economics and management 18 (2017) 4, pp. 561-584
Persistent link: https://www.econbiz.de/10011780733
Cover Image
Discrete-time risk sensitive portfolio optimization with proportional transaction costs
Pitera, Marcin; Stettner, Łukasz - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1287-1313
Persistent link: https://www.econbiz.de/10014370659
Cover Image
Uncertain risk parity
Shah, Anish R. - In: The journal of investment strategies 10 (2021) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
Cover Image
Differential rates, residual information sets and transactional algebras
Apreda, Rodolfo (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002114855
Cover Image
Differential rates, residual information sets and transactional algebras
Apreda, Rodolfo - 2006
Persistent link: https://www.econbiz.de/10003356404
Cover Image
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003879959
Cover Image
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003870636
Cover Image
Growing wealth with fixed-mix strategies
Dempster, Michael A. H.; Evstigneev, Igor V.; … - 2009
This chapter surveys theoretical research on the long-term performance of fixed-mix investment strategies. These self-financing strategies rebalance the portfolio over time so as to keep constant the proportions of wealth invested in various assets. The main result is that wealth can be grown...
Persistent link: https://www.econbiz.de/10003971114