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~isPartOf:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Chen, Yingshan"
~person:"Elie, Romuald"
~subject:"Transaktionskosten"
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Transaktionskosten
Portfolio selection
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Chen, Yingshan
Elie, Romuald
Kabanov, Jurij M.
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Muhle-Karbe, Johannes
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Lépinette, Emmanuel
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Belak, Christoph
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
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Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
2
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
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