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isPartOf:"The American economic review"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~language:"eng"
~person:"Gerhold, Stefan"
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Portfolio-Management
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Gerhold, Stefan
Kabanov, Jurij M.
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Choulli, Tahir
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Jeanblanc, Monique
4
Karatzas, Ioannis
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Pham, Huyên
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Rüschendorf, Ludger
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Schied, Alexander
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Jiao, Ying
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Klüppelberg, Claudia
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Larsen, Kasper
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Lépinette, Emmanuel
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Mankiw, Nicholas Gregory
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Muhle-Karbe, Johannes
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Sass, Jörn
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Schachermayer, Walter
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Wang, Ruodu
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Weil, David N.
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Frey, Rüdiger
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Föllmer, Hans
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Gozzi, Fausto
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The American economic review
Finance and stochastics
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
2
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
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