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subject:"USA"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio-Management"
~subject:"Unternehmenskooperation"
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USA
Portfolio-Management
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13
Transaktionskosten
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9
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9
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7
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Insurance / Mathematics & economics
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
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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
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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
International review of economics & finance : IREF
7
Journal of institutional and theoretical economics : JITE
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The journal of law & economics
7
Applied economics
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Industrial marketing management : the international journal for industrial and high-tech firms
6
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)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Optimal proportional reinsurance and investment with transaction costs, Teil 1 : maximizing the terminal wealth
Zhang, Xin-li
;
Zhang, Ke-cun
;
Yu, Xing-jiang
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 473-478
Persistent link: https://www.econbiz.de/10009517616
Saved in:
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