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~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly journal of finance"
~subject:"Investmentfonds"
~subject:"Kapitaleinkommen"
~subject:"Transaction costs"
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Investmentfonds
Kapitaleinkommen
Transaction costs
Portfolio selection
221
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162
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Kabanov, Jurij M.
4
Muhle-Karbe, Johannes
4
Schachermayer, Walter
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Lépinette, Emmanuel
3
Belak, Christoph
2
Czerwonko, Michal
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Finance and stochastics
The quarterly journal of finance
Journal of banking & finance
179
Finance research letters
149
Journal of financial economics
144
NBER working paper series
137
International review of financial analysis
130
Working paper / National Bureau of Economic Research, Inc.
123
Journal of empirical finance
110
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The journal of asset management
96
Research in international business and finance
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Pacific-Basin finance journal
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Journal of investment management : JOIM
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Swiss Finance Institute Research Paper
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Financial markets and portfolio management
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Review of quantitative finance and accounting
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The journal of portfolio management : a publication of Institutional Investor
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Journal of international financial markets, institutions & money
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Discussion paper / Centre for Economic Policy Research
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Journal of financial markets
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Quantitative finance
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Investment management and financial innovations
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Applied financial economics
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European journal of operational research : EJOR
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ECONIS (ZBW)
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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
The use of ETFs in internationally-focused mutual fund portfolios
Sherrill, D. Eli
;
Shirley, Sara E.
;
Stark, Jeffrey R.
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819445
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
9
Dynamic liquidity preferences of mutual funds
Huang, Jiekun
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012627446
Saved in:
10
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
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