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subject:"Agency theory"
subject:"Transaction costs"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Agency theory
Transaction costs
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
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Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
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English
37
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Guasoni, Paolo
2
Kabanov, Jurij M.
2
Muhle-Karbe, Johannes
2
Muthuraman, Kumar
2
Pliska, Stanley R.
2
Sung, Jaeyoung
2
Wilmott, Paul
2
Akian, Marianne
1
Atkinson, Colin
1
Bensaïd, Bernard
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Buescu, Cristin
1
Cadenillas, Abel
1
Cascos, Ignacio
1
Chalasani, Prasad
1
Chateauneuf, Alain
1
Cialenco, Igor
1
Cvitanić, Jakša
1
Delbaen, Freddy
1
Deng, Xiaotie
1
Grandits, Peter
1
Grannan, E. R.
1
Huu, Adrien Nguyen
1
Iyengar, Garud
1
Jha, Somesh
1
Jouini, Elyès
1
Jun, Wang
1
Kallal, Hédi D.
1
Kallsen, Jan
1
Karatzas, Ioannis
1
Kast, Robert
1
Koo, Hyeng-keun
1
Kumar, Sunil
1
Kōnstantinidēs, Giōrgos
1
Lapied, André
1
Last, Günter
1
Lepinette, Emmanuel
1
Li, Duan
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic theory
150
Journal of economic behavior & organization : JEBO
138
Discussion paper / Centre for Economic Policy Research
120
Economics letters
112
Europäische Hochschulschriften / 5
108
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
98
NBER Working Paper
86
CESifo working papers
85
Journal of institutional and theoretical economics : JITE
75
Gabler Edition Wissenschaft
71
The Rand journal of economics
67
Games and economic behavior
66
The journal of law, economics, & organization
66
Economic theory : official journal of the Society for the Advancement of Economic Theory
64
European economic review : EER
64
Journal of economic dynamics & control
62
Discussion paper series / IZA
56
Finance and stochastics
56
Management science : journal of the Institute for Operations Research and the Management Sciences
54
The American economic review
51
The review of financial studies
49
Journal of banking & finance
47
Journal of financial economics
47
Journal of political economy
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
International journal of industrial organization
43
The review of economic studies
42
International economic review
41
The journal of corporate finance : contracting, governance and organization
40
Journal of mathematical economics
39
Discussion paper
38
IZA Discussion Paper
37
Journal of business economics : JBE
36
Discussion paper / Tinbergen Institute
35
International review of law and economics
35
Working paper series
35
Discussion papers / Governance and the Efficiency of Economic Systems
34
Journal of public economics
34
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ECONIS (ZBW)
37
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1
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
3
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
4
A general equilibrium model of a multifirm moral-hazard economy with financial markets
Sung, Jaeyoung
;
Wan, Xuhu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 827-868
Persistent link: https://www.econbiz.de/10011350510
Saved in:
5
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
Saved in:
6
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
7
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
8
Modified Leland's strategy for a constant transaction costs rate
Lepinette, Emmanuel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 741-752
Persistent link: https://www.econbiz.de/10009614937
Saved in:
9
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
10
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
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