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person:"Tille, Cédric"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~person:"Muhle-Karbe, Johannes"
~subject:"Preismanagement"
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Portfolio selection
Preismanagement
Theorie
6
Theory
6
Transaction costs
5
Transaktionskosten
5
Portfolio-Management
3
Asset pricing
1
Asymptotic expansions
1
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Tille, Cédric
Muhle-Karbe, Johannes
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Larsen, Kasper
4
Pham, Huyên
4
Rüschendorf, Ludger
4
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4
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3
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3
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3
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3
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3
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3
Sass, Jörn
3
Schachermayer, Walter
3
Soner, Halil Mete
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
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Žitković, Gordan
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2
Gozzi, Fausto
2
Kardaras, Constantinos
2
Kim, Donghan
2
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2
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2
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Finance and stochastics
Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working paper / Graduate Institute of International and Development Studies
3
Cahiers de recherches économiques
2
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Journal of international economics
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The American economic review
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1
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
2
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:
3
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
Saved in:
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