//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Transaction costs"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Transaction costs
85
Transaktionskosten
85
Theorie
33
Theory
33
Portfolio selection
17
Capital income
11
Kapitaleinkommen
11
Estimation
10
Schätzung
10
Börsenkurs
9
Securities trading
9
Share price
9
Wertpapierhandel
9
Welt
8
World
8
Großbritannien
7
United Kingdom
7
CAPM
6
Derivat
6
Derivative
6
Portfolio optimization
6
Volatility
6
Volatilität
6
Bid-ask spread
5
Bourse
5
Börse
5
Geld-Brief-Spanne
5
Liquidity
5
Aktienmarkt
4
Emerging economies
4
Estimation theory
4
Geldpolitik
4
Handelsvolumen der Börse
4
Market liquidity
4
Marktliquidität
4
Monetary policy
4
Risikoprämie
4
Risk premium
4
Schwellenländer
4
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
17
Author
All
Mei, Xiaoling
2
Nogales, Francisco J.
2
Yao, Haixiang
2
Alexander, S.
1
Balder, Sven
1
Coleman, T. F.
1
Daly, Kevin James
1
DeMiguel, Victor
1
Delgado, Francisco
1
Dumas, Bernard
1
Füss, Roland
1
Giner, Javier
1
Hong, Sanghyun
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Kalotychou, Elena
1
Kircher, Felix
1
Li, Danping
1
Li, Yong
1
Li, Yuying
1
Mahayni, Antje
1
Miebs, Felix
1
Paolella, Marc S.
1
Patil, Ajay A.
1
Polak, Pawel
1
Poshakwale, Sunil S.
1
Puopolo, Giovanni W.
1
Rösch, Daniel
1
Sankaran, Jayaram K.
1
Staikouras, Sotiris K.
1
Taylor, Nicholas
1
Thapa, Chandra
1
Trübenbach, Fabian
1
Walker, Patrick S.
1
Wang, Jianshen
1
Wu, Huiling
1
Xuan Vinh Vo
1
Zakamulin, Valeriy
1
Zhao, Gang
1
Zieling, Daniel
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of banking & finance
Working paper
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
13
Quantitative finance
12
Journal of economic dynamics & control
10
NBER working paper series
10
The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc.
10
Mathematics and financial economics
9
NBER Working Paper
8
The review of financial studies
8
Applied mathematical finance
7
Insurance / Mathematics & economics
7
Journal of financial economics
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Finance research letters
4
Financial analysts' journal : FAJ
4
Financial markets and portfolio management
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / CEPR
3
Economic modelling
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Transactions costs and the equity premium puzzle
Hong, Sanghyun
-
2020
Persistent link: https://www.econbiz.de/10012426834
Saved in:
2
Optimal trend-following with
transaction
costs
Zakamulin, Valeriy
;
Giner, Javier
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470604
Saved in:
3
Dynamic trading with uncertain exit time and
transaction
costs
in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
4
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under
transaction
costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
7
A comparison of static and dynamic portfolio policies
Wang, Jianshen
;
Taylor, Nicholas
- In:
International review of financial analysis
55
(
2018
),
pp. 111-127
Persistent link: https://www.econbiz.de/10012006174
Saved in:
8
Portfolio selection with proportional
transaction
costs
and predictability
Mei, Xiaoling
;
Nogales, Francisco J.
- In:
Journal of banking & finance
94
(
2018
),
pp. 131-151
Persistent link: https://www.econbiz.de/10011966487
Saved in:
9
Multiperiod portfolio optimization with multiple risky assets and general
transaction
costs
Mei, Xiaoling
;
DeMiguel, Victor
;
Nogales, Francisco J.
- In:
Journal of banking & finance
69
(
2016
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011635053
Saved in:
10
Hysteresis bands on returns, holding period and
transaction
costs
Delgado, Francisco
;
Dumas, Bernard
;
Puopolo, Giovanni W.
- In:
Journal of banking & finance
57
(
2015
),
pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->