//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Finanzmarkt"
~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
Finanzmarkt
Portfolio-Management
Transaction costs
67
Transaktionskosten
67
Theorie
25
Theory
25
Portfolio selection
13
Capital income
9
Kapitaleinkommen
9
Welt
7
World
7
Estimation
6
Portfolio optimization
6
Schätzung
6
Derivat
5
Derivative
5
Großbritannien
5
United Kingdom
5
Volatility
5
Volatilität
5
CAPM
4
Estimation theory
4
Geldpolitik
4
Monetary policy
4
Schätztheorie
4
Securities trading
4
USA
4
United States
4
Wertpapierhandel
4
Auction theory
3
Auctions
3
Auktionstheorie
3
Bourse
3
Börse
3
Börsenkurs
3
Emerging economies
3
Financial market
3
Forecasting model
3
International economy
3
International financial market
3
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
14
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
1
Aufsatzsammlung
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
16
Author
All
Duygun, Meryem
2
Mei, Xiaoling
2
Miao, Jianjun
2
Nogales, Francisco J.
2
Poshakwale, Sunil S.
2
Östberg, Peter
2
Agarwal, Vineet
1
Aghanya, Daniel
1
Alexander, S.
1
Balder, Sven
1
Coleman, T. F.
1
DeMiguel, Victor
1
Delgado, Francisco
1
Dumas, Bernard
1
Füss, Roland
1
Hong, Sanghyun
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Kalotychou, Elena
1
Kircher, Felix
1
Li, Yong
1
Li, Yuying
1
Mahayni, Antje
1
Miebs, Felix
1
Paolella, Marc S.
1
Patil, Ajay A.
1
Polak, Pawel
1
Puopolo, Giovanni W.
1
Rösch, Daniel
1
Sankaran, Jayaram K.
1
Staikouras, Sotiris K.
1
Thapa, Chandra
1
Trübenbach, Fabian
1
Walker, Patrick S.
1
Yao, Haixiang
1
Zhao, Gang
1
Zieling, Daniel
1
more ...
less ...
Published in...
All
Journal of banking & finance
Working paper
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
16
NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
14
European journal of operational research : EJOR
13
Quantitative finance
12
Journal of economic dynamics & control
11
NBER Working Paper
11
The journal of finance : the journal of the American Finance Association
10
Discussion paper / Centre for Economic Policy Research
9
Mathematics and financial economics
9
The review of financial studies
9
Applied mathematical finance
7
Insurance / Mathematics & economics
7
Journal of financial economics
7
Financial markets and portfolio management
6
The journal of trading
6
Astin bulletin : the journal of the International Actuarial Association
5
Finance research letters
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Journal of investment management : JOIM
5
Journal of mathematical economics
5
Journal of money, credit and banking : JMCB
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematical methods of operations research
5
Financial analysts' journal : FAJ
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
Policy research working paper : WPS
4
The American economic review
4
The European journal of finance
4
The quarterly journal of finance
4
Advances in futures and options research : a research annual
3
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
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
Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity
Aghanya, Daniel
;
Agarwal, Vineet
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226118
Saved in:
6
Monitoring market participants, externals and financial transactions in a global financial stability environment
Duygun, Meryem
;
Miao, Jianjun
;
Östberg, Peter
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012521175
Saved in:
7
Special issue on "Monitoring market participants, externals and financial transactions in a global financial stability environment"
Duygun, Meryem
(
ed.
);
Miao, Jianjun
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012521335
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...
//-->