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~isPartOf:"European journal of operational research : EJOR"
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Search: subject_exact:"Transaction cost economics"
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Theory
Transaction costs
18
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18
Portfolio selection
13
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13
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5
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European journal of operational research : EJOR
Europäische Hochschulschriften / 5
64
Finance and stochastics
54
Journal of economic behavior & organization : JEBO
44
NBER working paper series
40
Working paper / National Bureau of Economic Research, Inc.
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
Gabler Edition Wissenschaft
34
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Discussion paper / Centre for Economic Policy Research
27
Journal of institutional and theoretical economics : JITE
27
Journal of economic dynamics & control
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Economics letters
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
22
International journal of theoretical and applied finance
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The journal of law, economics, & organization
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The review of financial studies
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American journal of agricultural economics
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Research paper series / Swiss Finance Institute
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Journal of financial economics
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Swiss Finance Institute Research Paper
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Journal of international business studies : JIBS ; an official journal of the Academy of International Business
16
Journal of mathematical economics
16
Economic inquiry : journal of the Western Economic Association International
15
Journal of money, credit and banking : JMCB
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Journal of political economy
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The American economic review
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European economic review : EER
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Journal of economic theory
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Neue betriebswirtschaftliche Forschung : Nbf
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Revue d'économie industrielle
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Department of Economics seminar paper / Monash University
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Discussion paper / Tinbergen Institute
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International economic review
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
2
Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen
;
Hagenbjörk, Johan
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
Saved in:
3
Adaptive online portfolio selection with transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1074-1086
Persistent link: https://www.econbiz.de/10012622437
Saved in:
4
On the optimality of joint periodic and extraordinary dividend strategies
Avanzi, Benjamin
;
Lau, Hayden
;
Wong, Bernard
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012622451
Saved in:
5
Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina
;
Ponce, Diego
;
Puerto, Justo
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
Saved in:
6
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
7
Asset allocation with correlation : a composite trade-off
Carroll, Rachael
;
Conlon, Thomas
;
Cotter, John
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
Saved in:
8
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
9
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
Saved in:
10
Efficiency of purchasing and selling agents in markets with quality uncertainty : the case of illicit drug transactions
Lakhdar, Christian Ben
;
Leleu, Hervé
;
Vaillant, …
- In:
European journal of operational research : EJOR
226
(
2013
)
3
,
pp. 646-657
Persistent link: https://www.econbiz.de/10009719667
Saved in:
11
A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Zhang, Wei-guo
;
Liu, Yong-jun
;
Xu, Wei-jun
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 341-349
Persistent link: https://www.econbiz.de/10009570407
Saved in:
12
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs
Yao, Dingjun
;
Yang, Hailiang
;
Wang, Rongming
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 568-576
Persistent link: https://www.econbiz.de/10008933373
Saved in:
13
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
Saved in:
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