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~isPartOf:"The review of financial studies"
~isPartOf:"Working paper"
~subject:"Portfolio-Management"
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Search: subject:"Transaction costs"
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Portfolio-Management
Transaction costs
114
Transaktionskosten
114
Theorie
44
Theory
44
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34
United States
34
Portfolio selection
21
Börsenkurs
14
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21
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Nogales, Francisco J.
3
DeMiguel, Victor
2
Mei, Xiaoling
2
Alexander, S.
1
Balder, Sven
1
Bhushan, Ravi
1
Coleman, T. F.
1
Corradin, Stefano
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
Hong, Sanghyun
1
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1
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1
Ingersoll, Jonathan E.
1
Jouini, Elyès
1
Kallal, Hédi D.
1
Kalotychou, Elena
1
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1
Li, Yong
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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1
Polak, Pawel
1
Poshakwale, Sunil S.
1
Puopolo, Giovanni W.
1
Rösch, Daniel
1
Sankaran, Jayaram K.
1
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Journal of banking & finance
The review of financial studies
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
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
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
3
Discussion papers / CEPR
3
Economic modelling
3
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ECONIS (ZBW)
21
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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
How global is your mutual fund? : international diversification from multinationals
Demirci, Irem
;
Ferreira, Miguel A.
;
Matos, Pedro
; …
- In:
The review of financial studies
35
(
2022
)
7
,
pp. 3337-3372
Persistent link: https://www.econbiz.de/10013350077
Saved in:
3
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:
4
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:
5
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:
6
A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743
Saved in:
7
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:
8
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:
9
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:
10
Optimal portfolio choice with predictability in house prices and
transaction
costs
Corradin, Stefano
;
Fillat, José L.
;
Vergara-Alert, Carles
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 823-880
Persistent link: https://www.econbiz.de/10010357851
Saved in:
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