//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Revue d'économie industrielle"
~isPartOf:"Finance and stochastics"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Transaction cost economics"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Transaction costs
83
Transaktionskosten
83
Theorie
67
Theory
67
Portfolio selection
29
Portfolio-Management
29
Option pricing theory
16
Optionspreistheorie
16
Hedging
13
Arbitrage Pricing
10
Arbitrage pricing
10
Arbitrage
8
CAPM
8
Contract theory
8
Vertragstheorie
8
Martingal
7
Martingale
7
Proportional transaction costs
7
Stochastic process
7
Stochastischer Prozess
7
Risiko
6
Risk
6
Devisenmarkt
4
Foreign exchange market
4
Incomplete contract
4
Theorie der Unternehmung
4
Theory of the firm
4
Unvollständiger Vertrag
4
Black-Scholes model
3
Black-Scholes-Modell
3
Consistent price system
3
Contract
3
Dynamic programming
3
Dynamische Optimierung
3
Financial economics
3
Fundamental theorem of asset pricing
3
Incomplete information
3
Incomplete market
3
Institutional economics
3
Institutionenökonomik
3
more ...
less ...
Online availability
All
Undetermined
24
Free
3
Type of publication
All
Article
83
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
84
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
71
French
13
Author
All
Kabanov, Jurij M.
9
Muhle-Karbe, Johannes
7
Rásonyi, Miklós
6
Guasoni, Paolo
5
Lépinette, Emmanuel
5
Bouchard, Bruno
4
Schachermayer, Walter
4
Brousseau, Éric
3
Campi, Luciano
3
Dolinsky, Yan
3
Herdegen, Martin
3
Soner, Halil Mete
3
Stricker, Christophe
3
Bayraktar, Erhan
2
Belak, Christoph
2
Fukasawa, Masaaki
2
Gerhold, Stefan
2
Glachant, Jean-Michel
2
Grépat, Julien
2
Hunting, Martin
2
Kühn, Christoph
2
Molitor, Alexander
2
Molčanov, Il'ja S.
2
Paulsen, Jostein
2
Pliska, Stanley R.
2
Sass, Jörn
2
Tse, Alex S. L.
2
Altarovici, Albert Michael
1
Arduca, Maria
1
Bai, Lihua
1
Bank, Peter
1
Barles, Guy
1
Baudry, Bernard
1
Benedetti, Giuseppe
1
Berkaoui, Abdelkarem
1
Bessy, Christian
1
Bichuch, Maxim
1
Bielecki, Tomasz R.
1
Boissin, Olivier
1
Bouba-Olga, Olivier
1
more ...
less ...
Published in...
All
Revue d'économie industrielle
Finance and stochastics
Journal of economic behavior & organization : JEBO
60
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
49
The review of financial studies
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of financial economics
42
Journal of institutional and theoretical economics : JITE
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
35
Industrial marketing management : the international journal for industrial and high-tech firms
34
Journal of economic dynamics & control
34
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Journal of financial markets
29
Journal of institutional economics
28
The journal of trading
28
Applied economics
26
International review of economics & finance : IREF
25
Strategic management journal
24
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
The American economic review
23
European journal of law and economics
22
The journal of futures markets
22
International business review : the official journal of the European International Business Academy
21
Journal of financial and quantitative analysis : JFQA
21
Journal of mathematical economics
21
Journal of money, credit and banking : JMCB
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Cambridge journal of economics
20
Applied economics letters
19
European economic review : EER
19
Journal of political economy
19
Management international review : mir ; journal of international business
19
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
50
of
84
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
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
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:
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
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
6
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
7
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
8
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:
9
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:
10
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:
11
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:
12
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
13
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
Saved in:
14
Robust utility maximisation in markets with transaction costs
Chau, Huy N.
;
Rásonyi, Miklós
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10012023760
Saved in:
15
Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Belak, Christoph
;
Sass, Jörn
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10012114661
Saved in:
16
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:
17
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:
18
Stability of Radner equilibria with respect to small frictions
Herdegen, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 443-502
Persistent link: https://www.econbiz.de/10011945802
Saved in:
19
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
20
The scaling limit of superreplication prices with small transaction costs in the multivariate case
Bank, Peter
;
Dolinsky, Yan
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 487-508
Persistent link: https://www.econbiz.de/10011944401
Saved in:
21
Consistent price systems under model uncertainty
Bouchard, Bruno
;
Nutz, Marcel
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
Saved in:
22
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
23
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
24
Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
Saved in:
25
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
26
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
27
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
28
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
29
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
30
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
31
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
Saved in:
32
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:
33
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rochlin, Dmitri B.
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 819-839
Persistent link: https://www.econbiz.de/10010190873
Saved in:
34
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
35
Enchères ou négociations dans les marchés publics : une analyse empirique
Chong, Eshien
;
Staropoli, Carine
;
Yvrande-Billon, Anne
- In:
Revue d'économie industrielle
141
(
2013
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10010227249
Saved in:
36
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:
37
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Hunting, Martin
;
Paulsen, Jostein
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10009682290
Saved in:
38
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Bai, Lihua
;
Hunting, Martin
;
Paulsen, Jostein
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 477-511
Persistent link: https://www.econbiz.de/10009562296
Saved in:
39
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
40
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-777
Persistent link: https://www.econbiz.de/10009623533
Saved in:
41
Procédures d'audit et gestion des licences de brevet : une analyse transactionnelle
Sattin, Jean-François
- In:
Revue d'économie industrielle
139
(
2012
)
3
,
pp. 77-99
Persistent link: https://www.econbiz.de/10009658791
Saved in:
42
Multivariate utility maximization with proportional transaction costs
Campi, Luciano
;
Owen, Mark P.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 461-499
Persistent link: https://www.econbiz.de/10009303226
Saved in:
43
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
44
Solving the "selective intervention" puzzle
Crémer, Jacques
- In:
Revue d'économie industrielle
129/130
(
2010
)
1/2
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003988087
Saved in:
45
Les théories de la firme entre "contrats" et "compétences" : une revue critique des développements
Coriat, Benjamin
;
Weinstein, Olivier
- In:
Revue d'économie industrielle
129/130
(
2010
)
1/2
,
pp. 57-86
Persistent link: https://www.econbiz.de/10003988088
Saved in:
46
Hedging of American options under transaction costs
De Vallière, D.
;
Denis, E.
;
Kabanov, Jurij M.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 105-119
Persistent link: https://www.econbiz.de/10003939485
Saved in:
47
Changing contract structures in the international liquefied natural gas market : a first empirical analysis
Ruester, Sophia
- In:
Revue d'économie industrielle
127
(
2009
)
3
,
pp. 89-112
Persistent link: https://www.econbiz.de/10003941161
Saved in:
48
No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D.
;
Berkaoui, Abdelkarem
;
Warren, Jon
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Saved in:
49
Les contraintes cognitives, déterminant essentiel du choix du mode de gestion de l'eau
Bouba-Olga, Olivier
;
Chauchefoin, Pascal
;
Sauvent, Annabelle
- In:
Revue d'économie industrielle
124
(
2008
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10003821781
Saved in:
50
No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry
;
Kabanov, Yuri
;
Stricker, Christophe
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 237-251
Persistent link: https://www.econbiz.de/10003439760
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->