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~language:"eng"
~person:"Gerhold, Stefan"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Aufsatz in Zeitschrift
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Gerhold, Stefan
Schachermayer, Walter
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Beiglböck, Mathias
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ECONIS (ZBW)
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
2
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
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