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~language:"eng"
~person:"Muhle-Karbe, Johannes"
~type:"article"
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Search: subject:"Transaktionskosten"
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13
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10
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9
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5
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3
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Muhle-Karbe, Johannes
Williamson, Oliver E.
40
Yang, Xiaokai
19
Foss, Nicolai J.
17
Kabanov, Jurij M.
17
Verbeke, Alain
15
Allen, Douglas Ward
14
Hennart, Jean-François Marie André
14
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14
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13
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13
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12
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
Poppo, Laura
10
Atkinson, Colin
9
Foss, Kirsten
9
Joskow, Paul L.
9
Lueck, Dean
9
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9
Mahoney, Joseph Timothy
9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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1
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1
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1
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1
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
2
Equilibrium asset pricing with transaction costs
Herdegen, Martin
;
Muhle-Karbe, Johannes
;
Possamaï, Dylan
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 231-275
Persistent link: https://www.econbiz.de/10012499683
Saved in:
3
Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim
;
Liu, Ren
;
Muhle-Karbe, Johannes
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10011963751
Saved in:
4
Stability of Radner equilibria with respect to small frictions
Herdegen, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
Saved in:
5
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
6
A primer on portfolio choice with small transaction costs
Muhle-Karbe, Johannes
;
Reppen, Max
;
Soner, Halil Mete
- In:
Annual review of financial economics
9
(
2017
),
pp. 301-331
Persistent link: https://www.econbiz.de/10011910882
Saved in:
7
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:
8
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
9
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:
10
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:
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