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~isPartOf:"Applied mathematical finance"
~subject:"Outsourcing"
~subject:"Portfolio-Management"
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Portfolio-Management
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Applied mathematical finance
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
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NBER working paper series
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The review of financial studies
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International journal of operations & production management : IJOPM ; the official journal of the European Operations Management Association, EUROMA
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International journal of procurement management
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Journal of financial and quantitative analysis : JFQA
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Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Finance research letters
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Financial analysts' journal : FAJ
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International journal of production economics
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Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
Saved in:
2
Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Saved in:
3
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
Saved in:
4
Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin
;
Storey, Emmeline
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
Saved in:
5
Multi-asset portfolio optimization with transaction cost
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 95-123
Persistent link: https://www.econbiz.de/10002085489
Saved in:
6
Intertemporal portfolio optimization with small transaction costs and stochastic variance
Atkinson, Colin
;
Mokkhavesa, S.
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 267-302
Persistent link: https://www.econbiz.de/10001864221
Saved in:
7
On an investment-consumption model with transaction costs : an asymptotic analysis
Atkinson, Colin
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001226695
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