//--> //--> //--> //-->
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:"Portfolio-Management"
~subject:"USA"
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
USA
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
United States
4
Wertpapierhandel
4
Auction theory
3
Auctions
3
Auktionstheorie
3
Bourse
3
Börse
3
Börsenkurs
3
Emerging economies
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
International economy
3
International financial market
3
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
15
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
17
Author
All
Mei, Xiaoling
2
Nogales, Francisco J.
2
Aiyagari, Sudhakar Rao
1
Alexander, S.
1
Balder, Sven
1
Braun, R. Anton
1
Coleman, T. F.
1
DeMiguel, Victor
1
Delgado, Francisco
1
Devos, Erik
1
Dumas, Bernard
1
Eḳshṭain, Tsevi
1
Füss, Roland
1
Hong, Sanghyun
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Kalotychou, Elena
1
Kircher, Felix
1
Krishnaswami, Sudha
1
Li, Yong
1
Li, Yuying
1
Mahayni, Antje
1
Miebs, Felix
1
Næs, Randi
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
Skjeltorp, Johannes A.
1
Staikouras, Sotiris K.
1
Thapa, Chandra
1
Trübenbach, Fabian
1
Tse, Yiuman
1
Walker, Patrick S.
1
Yaman, Devrim
1
Yao, Haixiang
1
Zhao, Gang
1
more ...
less ...
Institution
All
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
Published in...
All
Journal of banking & finance
Working paper
The journal of finance : the journal of the American Finance Association
43
The review of financial studies
35
Finance and stochastics
29
Working paper / National Bureau of Economic Research, Inc.
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of financial economics
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
The journal of law, economics, & organization
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
15
Journal of financial and quantitative analysis : JFQA
14
Journal of financial markets
12
Quantitative finance
12
The journal of trading
12
Journal of economic dynamics & control
11
NBER working paper series
11
American journal of agricultural economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Discussion paper / Centre for Economic Policy Research
9
Journal of economic behavior & organization : JEBO
9
Journal of political economy
9
Mathematics and financial economics
9
NBER Working Paper
9
The journal of futures markets
9
Applied mathematical finance
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
The journal of law & economics
7
International finance discussion papers
6
Journal of institutional and theoretical economics : JITE
6
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
6
Journal of investment management : JOIM
6
The American economic review
6
The journal of real estate finance and economics
6
The review of economics and statistics
6
Applied economics
5
Astin bulletin : the journal of the International Actuarial Association
5
Financial analysts' journal : FAJ
5
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
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
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:
6
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:
7
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:
8
A jackknife-type estimator for portfolio revision
Füss, Roland
;
Miebs, Felix
;
Trübenbach, Fabian
- In:
Journal of banking & finance
43
(
2014
),
pp. 14-28
Persistent link: https://www.econbiz.de/10010408363
Saved in:
9
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel
;
Mahayni, Antje
;
Balder, Sven
- In:
Journal of banking & finance
43
(
2014
),
pp. 212-225
Persistent link: https://www.econbiz.de/10010410003
Saved in:
10
The role of correlation dynamics in sector allocation
Kalotychou, Elena
;
Staikouras, Sotiris K.
;
Zhao, Gang
- In:
Journal of banking & finance
48
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010506948
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->