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~subject:"Transaktionskosten"
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Transaktionskosten
Theorie
42
Theory
42
Portfolio selection
32
Portfolio-Management
32
Hedging
13
CAPM
12
Agency theory
11
Prinzipal-Agent-Theorie
11
Volatilität
9
Volatility
8
Contract theory
7
Finanzmathematik
7
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Option pricing theory
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Optionspreistheorie
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Vertragstheorie
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Börsenkurs
6
Equilibrium model
6
Financial market
6
Finanzmarkt
6
Mathematical finance
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Share price
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equilibrium
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heterogeneous agents
6
Transaction costs
5
Agency-Theorie
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Capital income
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Derivat <Wertpapier>
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Gleichgewicht
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Kapitaleinkommen
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Mathematical programming
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Mathematische Optimierung
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Portfoliomanagement
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Spieltheorie
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optimal portfolios
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portfolio management
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Black-Scholes model
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English
4
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Cvitanić, Jakša
4
Karatzas, Ioannis
1
Pham, Huyên
1
Touzi, Nizar
1
Wang, Hui
1
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Finance and stochastics
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
4
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1
On optimal terminal wealth under transaction costs
Cvitanić, Jakša
;
Wang, Hui
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 223-231
Persistent link: https://www.econbiz.de/10001567645
Saved in:
2
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
3
Optimal trading under constraints
Cvitanić, Jakša
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 123-190)
.
1997
Persistent link: https://www.econbiz.de/10001321237
Saved in:
4
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
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