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~isPartOf:"International journal of theoretical and applied finance"
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Transaction costs
30
Transaktionskosten
30
Theorie
21
Theory
21
Portfolio selection
18
Portfolio-Management
18
transaction costs
10
Hedging
8
Option pricing theory
8
Optionspreistheorie
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International journal of theoretical and applied finance
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Finance and stochastics
64
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
Journal of business research : JBR
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
Economics Papers from University Paris Dauphine
47
The review of financial studies
47
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
44
Journal of institutional and theoretical economics : JITE
44
Gabler Edition Wissenschaft
43
Journal of financial economics
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
34
Journal of economic dynamics & control
34
CESifo working papers
33
The journal of law, economics, & organization
32
Policy research working paper : WPS
30
Journal of financial markets
29
Journal of institutional economics
28
Research paper series / Swiss Finance Institute
28
SpringerLink / Bücher
28
The journal of trading
28
Strategic management journal
27
Applied economics
26
International review of economics & finance : IREF
25
Discussion paper
24
Swiss Finance Institute Research Paper
24
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ECONIS (ZBW)
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1
Conditional-mean hedging under
transaction
costs
in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
2
Shortfall risk minimization under fixed
transaction
costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
3
On the numerical aspects of optimal option hedging with
transaction
costs
Josephy, Norman H.
;
Kimball, Lucia
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686780
Saved in:
4
Implicit
transaction
costs
and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
5
High-dimensional portfolio optimization with
transaction
costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
6
Pricing and hedging game options in currency models with proportional
transaction
costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
7
Critical
transaction
costs
and 1-step asymptotic arbitrage in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
8
Singular perturbation expansion for utility maximization with order-ϵ quadratic
transaction
costs
Chandra, Shiva
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012153330
Saved in:
9
American options with gradual exercise under proportional
transaction
costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
10
Utility maximization in a binomial model with
transaction
costs
: a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
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