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84
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Binary markets under transaction costs
Cordero, Fernando
;
Klein, Irene
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010437205
Saved in:
9
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
10
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:
11
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
12
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
13
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:
14
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
15
Brownian semistationary processes and conditional full support
Pakkanen, Mikko S.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009269353
Saved in:
16
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
17
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:
18
Optimal mean reversion trading with transaction costs and stop-loss exit
Leung, Tim
;
Li, Xin
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403754
Saved in:
19
Trade costs and job flows : evidence from establishment-level data
Groizard Cardosa, José Luis
;
Ranjan, Priya
;
Rodríguez …
- In:
Economic inquiry : journal of the Western Economic …
53
(
2015
)
1
,
pp. 173-204
Persistent link: https://www.econbiz.de/10011342717
Saved in:
20
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
21
Lost in the mail : a field experiment on crime
Castillo, Marco
;
Petrie, Ragan
;
Torero, Máximo
; …
- In:
Economic inquiry : journal of the Western Economic …
52
(
2014
)
1
,
pp. 285-303
Persistent link: https://www.econbiz.de/10010468428
Saved in:
22
Disentangling demand-enhancing and trade-cost effects of maximum residue regulations
Xiong, Bo
;
Beghin, John C.
- In:
Economic inquiry : journal of the Western Economic …
52
(
2014
)
3
,
pp. 1190-1203
Persistent link: https://www.econbiz.de/10010468850
Saved in:
23
Trade adjustment, political pressure, and trade protection patterns
Yotov, Yoto V.
- In:
Economic inquiry : journal of the Western Economic …
51
(
2013
)
3
,
pp. 1867-1885
Persistent link: https://www.econbiz.de/10009776489
Saved in:
24
Costly intermediation and consumption smoothing
Antunes, António R.
;
Cavalcanti, Tiago
;
Villamil, Anne …
- In:
Economic inquiry : journal of the Western Economic …
51
(
2013
)
1
,
pp. 459-472
Persistent link: https://www.econbiz.de/10009753914
Saved in:
25
Determinants of trade and specialization in the organisation for economic co-operation and development countries
Shikher, Serge
- In:
Economic inquiry : journal of the Western Economic …
51
(
2013
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10009753979
Saved in:
26
The importance of trade costs in deviations from the law-of-one-price : estimates based on the direction of trade
Inanc, Ozlem
;
Zachariadis, Marios
- In:
Economic inquiry : journal of the Western Economic …
50
(
2012
)
3
,
pp. 667-689
Persistent link: https://www.econbiz.de/10009633315
Saved in:
27
The impact of trade costs on firm entry, exporting, and survival in Korea
Kim, Sooil
;
Reimer, Jeffrey J.
;
Gopinath, Munisamy
- In:
Economic inquiry : journal of the Western Economic …
49
(
2011
)
2
,
pp. 434-446
Persistent link: https://www.econbiz.de/10009007976
Saved in:
28
The best hedging strategy in the presence of transaction costs
Zakamouline, Valeri
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 833-860
Persistent link: https://www.econbiz.de/10003911245
Saved in:
29
The least cost super replicating portfolio in the Boyle-Vorst model with transaction costs
Chen, Guan-Yu
;
Palmer, Kem
;
Sheu, Yuan-Chung
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 55-85
Persistent link: https://www.econbiz.de/10003692725
Saved in:
30
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
31
Optimal hedging of derivatives with transaction costs
Aurell, Erik
;
Muratore-Ginanneschi, Paolo
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1051-1069
Persistent link: https://www.econbiz.de/10003424366
Saved in:
32
Price discrimination with differentiated products : definition and identification
Clerides, Sofronis
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
3
,
pp. 402-412
Persistent link: https://www.econbiz.de/10002141212
Saved in:
33
Transaction costs and coalition stability under majority rule
Johnson, Ronald N.
;
Libecap, Gary D.
- In:
Economic inquiry : journal of the Western Economic …
41
(
2003
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10001757384
Saved in:
34
Specific investments, flexible adaptation, and requirement contracts
Zhu, Tian
- In:
Economic inquiry : journal of the Western Economic …
41
(
2003
)
2
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001757409
Saved in:
35
A model for the optimal asset-liability management for insurance companies
Sbaraglia, S.
;
Papi, M.
;
Briani, M.
;
Bernaschi, M.
- In:
International journal of theoretical and applied finance
6
(
2003
)
3
,
pp. 277-299
Persistent link: https://www.econbiz.de/10001769196
Saved in:
36
Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
Saved in:
37
High order compact finite difference schemes for a nonlinear black-scholes equation
Düring, Bertram
;
Fournié, Michel
;
Jüngel, Ansgar
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001820885
Saved in:
38
Understanding bid-ask spreads of derivatives under uncertain volatility and transaction costs
Ané, Thierry
;
Lacoste, Vincent
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 467-489
Persistent link: https://www.econbiz.de/10001584363
Saved in:
39
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
40
Transaction costs : a new point of view
Baviera, Roberto
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10001578748
Saved in:
41
The transaction costs paradigm : 1998 presidential address Western Economic Association
Cheung, Steven Ng-sheong
- In:
Economic inquiry : journal of the Western Economic …
36
(
1998
)
4
,
pp. 514-521
Persistent link: https://www.econbiz.de/10001250273
Saved in:
42
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
43
Adam Smith's rational choice linguistics
Levy, David M.
- In:
Economic inquiry : journal of the Western Economic …
35
(
1997
)
3
,
pp. 672-678
Persistent link: https://www.econbiz.de/10001227162
Saved in:
44
Municipal government approaches to service delivery : an analysis from a transactions cost perspective
Nelson, Michael A.
- In:
Economic inquiry : journal of the Western Economic …
35
(
1997
)
1
,
pp. 82-96
Persistent link: https://www.econbiz.de/10001219037
Saved in:
45
How many paychecks? : An example of a self-imposed constraint
Archibald, Robert B.
- In:
Economic inquiry : journal of the Western Economic …
32
(
1994
)
4
,
pp. 696-702
Persistent link: https://www.econbiz.de/10001175198
Saved in:
46
Incomplete ownership, rent dissipation, and the return to related investments
Deacon, Robert T.
- In:
Economic inquiry : journal of the Western Economic …
32
(
1994
)
4
,
pp. 655-683
Persistent link: https://www.econbiz.de/10001175200
Saved in:
47
On the infrequent adjustment of price by firms
Naish, Howard F.
- In:
Economic inquiry : journal of the Western Economic …
32
(
1994
)
4
,
pp. 642-654
Persistent link: https://www.econbiz.de/10001175201
Saved in:
48
Transaction cost, two-part tariffs, and collusion
Young, Allan Richard
- In:
Economic inquiry : journal of the Western Economic …
29
(
1991
)
3
,
pp. 581-590
Persistent link: https://www.econbiz.de/10001110214
Saved in:
49
Production costs, transaction costs, and local government contractor choice
Ferris, James M.
- In:
Economic inquiry : journal of the Western Economic …
29
(
1991
)
3
,
pp. 541-554
Persistent link: https://www.econbiz.de/10001110221
Saved in:
50
Costly portfolio adjustment and the short-run demand for money
Lane, Timothy D.
- In:
Economic inquiry : journal of the Western Economic …
28
(
1990
)
3
,
pp. 466-487
Persistent link: https://www.econbiz.de/10001089533
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