//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Finance and stochastics"
~isPartOf:"SpringerLink / Bücher"
~person:"Czichowsky, Christoph"
~subject:"Transaction costs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfoliomanagement"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Transaction costs
Portfolio selection
2
Portfolio-Management
2
Fractional Brownian motion
1
Logarithmic utility
1
Opportunity cost
1
Opportunitätskosten
1
Option pricing theory
1
Optionspreistheorie
1
Proportional transaction costs
1
Shadow prices
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Transaktionskosten
1
Two-way crossing
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Czichowsky, Christoph
Kabanov, Jurij M.
4
Muhle-Karbe, Johannes
4
Lépinette, Emmanuel
3
Schachermayer, Walter
3
Belak, Christoph
2
Fukasawa, Masaaki
2
Gerhold, Stefan
2
Grépat, Julien
2
Guasoni, Paolo
2
Molčanov, Il'ja S.
2
Pliska, Stanley R.
2
Sass, Jörn
2
Soner, Halil Mete
2
Altarovici, Albert Michael
1
Arduca, Maria
1
Bayraktar, Erhan
1
Bichuch, Maxim
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Burzoni, Matteo
1
Cadenillas, Abel
1
Cai, Jiatu
1
Campi, Luciano
1
Cheng, Gongpin
1
Christensen, Sören
1
Denis, Emmanuel
1
Dolinsky, Yan
1
Egorov, Sergei
1
Elie, Romuald
1
Guo, Ming
1
Herdegen, Martin
1
Hobson, David G.
1
Klein, Irene
1
Klüppelberg, Claudia
1
Korn, Ralf
1
Kühn, Christoph
1
Ma, Guiyuan
1
Mišura, Julija S.
1
Molitor, Alexander
1
more ...
less ...
Published in...
All
Economic modelling
Finance and stochastics
SpringerLink / Bücher
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->