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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Transaction costs"
~type_genre:"Article in journal"
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Transaction costs
Theorie
38
Theory
38
Transaktionskosten
30
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
18
Optionspreistheorie
18
Search theory
17
Suchtheorie
17
Stochastic process
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Stochastischer Prozess
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Financial economics
11
Kapitalmarkttheorie
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transaction costs
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optimal stopping
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Cordero, Fernando
2
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Perez-Ostafe, Lavinia
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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
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
60
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of financial economics
42
Journal of institutional and theoretical economics : JITE
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
34
The journal of law, economics, & organization
32
Journal of financial markets
29
The journal of trading
28
Journal of institutional economics
27
Applied economics
26
International review of economics & finance : IREF
25
Strategic management journal
24
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
The American economic review
23
European journal of law and economics
22
The journal of futures markets
22
International business review : the official journal of the European International Business Academy
21
Journal of financial and quantitative analysis : JFQA
21
Journal of mathematical economics
21
Journal of money, credit and banking : JMCB
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Cambridge journal of economics
20
Applied economics letters
19
European economic review : EER
19
Finance research letters
19
Journal of political economy
19
Management international review : mir ; journal of international business
19
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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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