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~isPartOf:"Finance and stochastics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Transaktionskosten"
~subject:"Unvollkommener Markt"
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Search: subject_exact:"Portfoliomanagement"
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Transaktionskosten
Unvollkommener Markt
Portfolio selection
391
Portfolio-Management
391
Theorie
247
Theory
247
CAPM
54
Stochastic process
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Option pricing theory
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Guasoni, Paolo
4
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Soner, Halil Mete
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
International journal of theoretical and applied finance
26
Research paper series / Swiss Finance Institute
22
Swiss Finance Institute Research Paper
21
Journal of economic dynamics & control
18
Journal of banking & finance
16
European journal of operational research : EJOR
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Quantitative finance
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Mathematics and financial economics
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NBER working paper series
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The review of financial studies
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Journal of economic theory
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Journal of financial and quantitative analysis : JFQA
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Journal of international economics
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of trading
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Astin bulletin : the journal of the International Actuarial Association
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Computational economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of financial markets
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Journal of investment management : JOIM
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The journal of computational finance
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The quarterly journal of finance
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CARF working paper
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Financial analysts' journal : FAJ
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ECONIS (ZBW)
49
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
5
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
6
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
7
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
Saved in:
8
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:
9
An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica
;
Hey, John Denis
;
Neugebauer, Tibor
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
Saved in:
10
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
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