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~isPartOf:"European journal of operational research : EJOR"
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Transaction costs
34
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34
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25
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European journal of operational research : EJOR
Quantitative finance
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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32
Discussion paper / Centre for Economic Policy Research
27
Journal of institutional and theoretical economics : JITE
27
Journal of economic dynamics & control
24
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
21
The journal of law, economics, & organization
21
The review of financial studies
19
American journal of agricultural economics
18
Research paper series / Swiss Finance Institute
18
Journal of banking & finance
17
Journal of financial economics
17
Swiss Finance Institute Research Paper
17
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
15
Journal of political economy
15
The American economic review
15
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14
Journal of economic theory
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Neue betriebswirtschaftliche Forschung : Nbf
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The journal of finance : the journal of the American Finance Association
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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
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
International economic review
12
International review of economics & finance : IREF
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1
Transaction cost analytics for corporate bonds
Guo, Xin
;
Lehalle, Charles-Albert
;
Xu, Renyuan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10013367900
Saved in:
2
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:
3
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
4
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
5
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:
6
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:
7
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:
8
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
9
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:
10
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.
;
Sun, Yifan
;
Wang, Mengdi
;
Ye, Jing
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Saved in:
11
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:
12
Dynamic portfolio optimization with liquidity cost and market impact : a simulation-and-regression approach
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10012194674
Saved in:
13
Price signatures
Oomen, Roel
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 733-761
Persistent link: https://www.econbiz.de/10012194712
Saved in:
14
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
15
Transaction costs and crowding
Chincarini, Ludwig Boris
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10011911547
Saved in:
16
Transaction cost optimization for online portfolio selection
Li, Bin
;
Wang, Jialei
;
Huang, Dingjiang
;
Hoi, Steven C.H.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1411-1424
Persistent link: https://www.econbiz.de/10011911549
Saved in:
17
A supermartingale relation for multivariate risk measures
Feinstein, Zachary
;
Rudloff, Birgit
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1971-1990
Persistent link: https://www.econbiz.de/10012262932
Saved in:
18
Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
Isaenko, Sergei
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2051-2065
Persistent link: https://www.econbiz.de/10012262965
Saved in:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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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