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Transaction costs
64
Transaktionskosten
64
Theorie
54
Theory
54
Portfolio selection
29
Portfolio-Management
29
Option pricing theory
16
Optionspreistheorie
16
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13
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10
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8
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64
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Kabanov, Jurij M.
9
Muhle-Karbe, Johannes
7
Rásonyi, Miklós
6
Guasoni, Paolo
5
Lépinette, Emmanuel
5
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4
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4
Campi, Luciano
3
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3
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3
Soner, Halil Mete
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3
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2
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2
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2
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2
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2
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2
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2
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Finance and stochastics
NBER working paper series
87
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83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Journal of economic behavior & organization : JEBO
61
MPRA Paper
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
54
The journal of finance : the journal of the American Finance Association
51
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48
The review of financial studies
48
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47
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47
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45
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44
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44
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43
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42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
Finance and Stochastics
35
Industrial marketing management : the international journal for industrial and high-tech firms
35
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34
Journal of economic dynamics & control
34
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32
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31
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
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29
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29
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28
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28
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28
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28
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27
International review of economics & finance : IREF
25
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24
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ECONIS (ZBW)
64
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1
Semimartingale price systems in models with
transaction
costs
beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
2
Speculative trading, prospect theory and
transaction
costs
Tse, Alex S. L.
;
Zheng, Harry
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
Saved in:
3
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
4
Optimal investment and consumption for financial markets with jumps under
transaction
costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
5
Extended weak convergence and utility maximisation with proportional
transaction
costs
Bayraktar, Erhan
;
Dolinskyi, Leonid
;
Dolinsky, Yan
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1013-1034
Persistent link: https://www.econbiz.de/10012518140
Saved in:
6
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
7
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under
transaction
costs
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1049-1077
Persistent link: https://www.econbiz.de/10012114690
Saved in:
8
Shadow prices, fractional Brownian motion, and portfolio optimisation under
transaction
costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
9
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:
10
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
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