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~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
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Portfolio-Management
Transaction costs
67
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67
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25
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13
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9
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Mei, Xiaoling
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Working paper
Journal of banking & finance
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
17
Swiss Finance Institute Research Paper
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European journal of operational research : EJOR
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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:
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