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subject:"Theory"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudiensammlung"
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Search: subject_exact:"Transaction cost economics"
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Theory
Transaction costs
16
Transaktionskosten
16
Portfolio selection
12
Portfolio-Management
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Theorie
12
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5
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2
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2
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Pun, Chi Seng
2
Buehler, Hans
1
Chincarini, Ludwig Boris
1
Feinstein, Zachary
1
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1
Guo, Xin
1
Hamza, Kais
1
Hoi, Steven C.H.
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Quantitative finance
Finance and stochastics
54
Journal of economic behavior & organization : JEBO
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
Journal of institutional and theoretical economics : JITE
25
Journal of economic dynamics & control
24
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
22
Economics letters
21
International journal of theoretical and applied finance
21
The journal of law, economics, & organization
21
The review of financial studies
19
American journal of agricultural economics
18
Journal of banking & finance
17
Journal of financial economics
17
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
16
Journal of mathematical economics
16
Economic inquiry : journal of the Western Economic Association International
15
Journal of money, credit and banking : JMCB
15
The American economic review
15
European economic review : EER
14
Journal of economic theory
14
The journal of finance : the journal of the American Finance Association
14
European journal of operational research : EJOR
13
Journal of political economy
13
Revue d'économie industrielle
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Economic theory : official journal of the Society for the Advancement of Economic Theory
12
International economic review
12
International review of economics & finance : IREF
12
The journal of trading
12
Industrial and corporate change
11
International review of law and economics
11
Journal of business economics : JBE
11
Journal of economic issues : jei
11
Journal of urban economics
11
Applied economics
10
Applied mathematical finance
10
European journal of law and economics
10
Journal of business research : JBR
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ECONIS (ZBW)
12
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1
Transaction cost analytics for corporate bonds
Guo, Xin
;
Lehalle, Charles-Albert
;
Xu, Renyuan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10013367900
Saved in:
2
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
3
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
4
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
5
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.
;
Sun, Yifan
;
Wang, Mengdi
;
Ye, Jing
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Saved in:
6
Dynamic portfolio optimization with liquidity cost and market impact : a simulation-and-regression approach
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10012194674
Saved in:
7
Price signatures
Oomen, Roel
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 733-761
Persistent link: https://www.econbiz.de/10012194712
Saved in:
8
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
9
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
Saved in:
10
Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
Saved in:
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