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~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Portfolio-Management"
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Portfolio-Management
Transaction costs
106
Transaktionskosten
106
Theorie
60
Theory
60
Portfolio selection
33
Hedging
14
Option pricing theory
13
Optionspreistheorie
13
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Muhle-Karbe, Johannes
3
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2
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2
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2
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1
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1
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Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
Finance and stochastics
29
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
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10
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8
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8
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6
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Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Centre for Economic Policy Research
5
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5
Journal of financial markets
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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
International review of financial analysis
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
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ECONIS (ZBW)
33
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1
Transactions costs and the equity premium puzzle
Hong, Sanghyun
-
2020
Persistent link: https://www.econbiz.de/10012426834
Saved in:
2
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:
3
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:
4
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:
5
The general structure of optimal investment and consumption with small
transaction
costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
6
Approximate hedging problem with
transaction
costs
in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
7
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
8
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
9
Option pricing and hedging with small
transaction
costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
10
No-arbitrage pricing for dividend-paying securities in discrete-time markets with
transaction
costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
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