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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Transaction costs"
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Transaction costs
Theorie
68
Theory
68
Transaktionskosten
39
Option pricing theory
25
Optionspreistheorie
25
Portfolio selection
22
Portfolio-Management
22
Search theory
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transaction costs
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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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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
72
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
53
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of institutional and theoretical economics : JITE
44
Discussion paper / Tinbergen Institute
43
Gabler Edition Wissenschaft
43
Journal of financial economics
42
American journal of agricultural economics
40
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
34
CESifo working papers
33
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
Journal of financial markets
29
SpringerLink / Bücher
28
The journal of trading
28
Journal of institutional economics
27
Research paper series / Swiss Finance Institute
27
Strategic management journal
27
Applied economics
26
International review of economics & finance : IREF
25
Discussion paper
23
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
Swiss Finance Institute Research Paper
23
The American economic review
23
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ECONIS (ZBW)
39
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11
Modified Leland's strategy for a constant transaction costs rate
Lepinette, Emmanuel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 741-752
Persistent link: https://www.econbiz.de/10009614937
Saved in:
12
Superhedging in illiquid markets
Pennanen, Teemu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10009156016
Saved in:
13
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
14
Randomized stopping times and American option pricing with transaction costs
Chalasani, Prasad
;
Jha, Somesh
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 33-77
Persistent link: https://www.econbiz.de/10001650918
Saved in:
15
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
Saved in:
16
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
17
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
18
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
19
No arbitrage under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003338701
Saved in:
20
Universal investment in markets with transaction costs
Iyengar, Garud
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10002725515
Saved in:
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