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~isPartOf:"The quarterly journal of finance"
~subject:"Investmentfonds"
~subject:"Transaction costs"
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Investmentfonds
Transaction costs
Portfolio selection
221
Portfolio-Management
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44
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Kabanov, Jurij M.
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Finance and stochastics
The quarterly journal of finance
Journal of banking & finance
82
Journal of financial economics
65
NBER working paper series
49
Working paper / National Bureau of Economic Research, Inc.
49
International review of financial analysis
46
Working paper / Centre for Financial Research
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The journal of asset management
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NBER Working Paper
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance research letters
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Financial services review : the journal of individual financial management
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Research in international business and finance
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Financial markets and portfolio management
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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The European journal of finance
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Diversification and portfolio management of mutual funds
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Applied economics letters
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Quantitative finance
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Review of quantitative finance and accounting
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European financial management : the journal of the European Financial Management Association
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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
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
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:
8
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:
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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