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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Entwicklungsländer"
~subject:"Transaction costs"
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Entwicklungsländer
Transaction costs
Theorie
38
Theory
38
Transaktionskosten
30
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
18
Optionspreistheorie
18
Search theory
17
Suchtheorie
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Kapitalmarkttheorie
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transaction costs
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optimal stopping
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
NBER working paper series
135
Working paper / National Bureau of Economic Research, Inc.
130
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
116
NBER Working Paper
114
Finance and development : a quarterly magazine of the IMF
99
Policy research working paper : WPS
89
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
79
Europäische Hochschulschriften / 5
79
Discussion paper / Centre for Economic Policy Research
76
Finance and stochastics
64
Journal of development economics
63
Journal of economic behavior & organization : JEBO
63
SpringerLink / Bücher
60
Journal of business research : JBR
59
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
58
World Bank E-Library Archive
58
The journal of finance : the journal of the American Finance Association
52
CESifo working papers
49
The review of financial studies
47
Discussion paper / Tinbergen Institute
46
IMF working papers
46
Journal of banking & finance
45
Journal of institutional and theoretical economics : JITE
44
Gabler Edition Wissenschaft
43
Intereconomics : review of European economic policy
43
American journal of agricultural economics
42
Economics letters
42
Journal of financial economics
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
World Bank Policy Research Working Paper
39
United Nations publication
36
Applied economics
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
35
Journal of institutional economics
35
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34
Journal of international development : the journal of the Development Studies Association
32
The American economic review
32
The journal of law, economics, & organization
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ECONIS (ZBW)
30
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1
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
2
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
3
Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
4
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
5
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
6
On the numerical aspects of optimal option hedging with transaction costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
7
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
8
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
9
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
10
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
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