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subject:"USA"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Portfolio-Management"
~subject:"Unternehmenskooperation"
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Search: subject_exact:"Transaktionskosten"
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USA
Portfolio-Management
Unternehmenskooperation
Transaction costs
38
Transaktionskosten
38
Theorie
21
Theory
21
Portfolio selection
11
Capital income
8
Kapitaleinkommen
8
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China
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Efficient market hypothesis
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English
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Yu, Jing-Rung
3
Avanzi, Benjamin
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Chiou, Wan-jiun Paul
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Wong, Bernard
2
Zhang, Wei-guo
2
Boonlert Jitmaneeroj
1
Chang, Yi-Hsuan
1
Chen, Yunxia
1
Chiou, W. Paul
1
Dong, Wen-Kuei
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Elfakhani, Said
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Hsin, Yi-Ting
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Hung, Cing-Hung
1
Kramer, Charles
1
Lau, Hayden
1
Lee, Wen-Yi
1
Lin, James Wuh
1
Lin, Shun-Ji
1
Liu, Cong
1
Melʹnikov, Aleksandr V.
1
Pérez, José-Luis
1
Sheu, Her-jiun
1
Tong, Shuo
1
Wionzek, Ritchie J.
1
Xu, Wei-jun
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1
Yu, Xing-jiang
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Zhang, Xi-li
1
Zhang, Xili
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1
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Insurance / Mathematics & economics
International review of economics & finance : IREF
The journal of finance : the journal of the American Finance Association
43
The review of financial studies
35
Finance and stochastics
29
Working paper / National Bureau of Economic Research, Inc.
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of financial economics
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
Europäische Hochschulschriften / 5
17
The journal of law, economics, & organization
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of financial and quantitative analysis : JFQA
14
Journal of economic dynamics & control
12
Journal of financial markets
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Quantitative finance
12
The journal of trading
12
NBER working paper series
11
American journal of agricultural economics
10
Journal of economic behavior & organization : JEBO
10
Discussion paper / Centre for Economic Policy Research
9
Gabler Edition Wissenschaft
9
Journal of political economy
9
Mathematics and financial economics
9
NBER Working Paper
9
The journal of futures markets
9
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
8
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
8
Applied mathematical finance
7
Journal of institutional and theoretical economics : JITE
7
The journal of law & economics
7
Applied economics
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Industrial marketing management : the international journal for industrial and high-tech firms
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International finance discussion papers
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Journal of business research : JBR
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Journal of investment management : JOIM
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ECONIS (ZBW)
14
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1
Dynamic rebalancing portfolio models with analyses of investor sentiment
Yu, Jing-Rung
;
Chiou, W. Paul
;
Hung, Cing-Hung
;
Dong, …
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013288009
Saved in:
2
Omega portfolio models with floating return threshold
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Hsin, Yi-Ting
; …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 743-758
Persistent link: https://www.econbiz.de/10013545891
Saved in:
3
Portfolio models with return forecasting and transaction costs
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Lin, …
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 118-130
Persistent link: https://www.econbiz.de/10012390681
Saved in:
4
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 315-332
Persistent link: https://www.econbiz.de/10012294138
Saved in:
5
The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs
Boonlert Jitmaneeroj
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 282-298
Persistent link: https://www.econbiz.de/10012034214
Saved in:
6
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Avanzi, Benjamin
;
Pérez, José-Luis
;
Wong, Bernard
; …
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011694419
Saved in:
7
Asymptotic analysis for target asset portfolio allocation with small transaction costs
Liu, Cong
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 59-68
Persistent link: https://www.econbiz.de/10011442683
Saved in:
8
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
9
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Zhang, Wei-guo
;
Zhang, Xili
;
Chen, Yunxia
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10009404709
Saved in:
10
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Zhang, Wei-guo
;
Zhang, Xi-li
;
Xu, Wei-jun
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 493-499
Persistent link: https://www.econbiz.de/10003981146
Saved in:
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