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subject:"USA"
~subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Transaktionskosten"
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USA
Portfolio-Management
Transaction costs
34
Transaktionskosten
34
Theorie
24
Theory
24
Option pricing theory
10
Optionspreistheorie
10
Portfolio selection
10
Hedging
7
Dauerhafte Konsumgüter
3
Durable goods
3
Liquidity
3
Option trading
3
Optionsgeschäft
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Volatility
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Volatilität
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Allgemeines Gleichgewicht
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Consumer demand theory
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Derivat
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Geldtheorie
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1987-2009
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Aktienmarkt
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Arbeitsteilung
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Arbitrage
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Artificial intelligence
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Bank liquidity
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English
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Damgaard, Anders
2
Chadha, Jagjit
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Chellathurai, Thamayanthi
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Corbae, Dean
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Corrado, Luisa
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Dai, Min
1
Draviam, Thangaraj
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Duffie, Darrell
1
Fabozzi, Frank J.
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Hu, Yuan
1
Isaenko, Sergei
1
Lei, Yaoting
1
Lindquist, W. Brent
1
Muthuraman, Kumar
1
Račev, Svetlozar T.
1
Shirvani, Abootaleb
1
Sun, Qi
1
Sun, Tong-sheng
1
Wang, Hefei
1
Xu, Jing
1
Yang, Zhou
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
43
The review of financial studies
35
Finance and stochastics
29
Working paper / National Bureau of Economic Research, Inc.
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of financial economics
19
International journal of theoretical and applied finance
18
Research paper series / Swiss Finance Institute
18
The journal of law, economics, & organization
17
Swiss Finance Institute Research Paper
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of financial and quantitative analysis : JFQA
14
Journal of financial markets
12
Quantitative finance
12
The journal of trading
12
NBER working paper series
11
American journal of agricultural economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Discussion paper / Centre for Economic Policy Research
9
Journal of economic behavior & organization : JEBO
9
Journal of political economy
9
Mathematics and financial economics
9
NBER Working Paper
9
The journal of futures markets
9
Applied mathematical finance
7
Insurance / Mathematics & economics
7
International review of economics & finance : IREF
7
The journal of law & economics
7
International finance discussion papers
6
Journal of institutional and theoretical economics : JITE
6
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
6
Journal of investment management : JOIM
6
The American economic review
6
The journal of real estate finance and economics
6
The review of economics and statistics
6
Applied economics
5
Astin bulletin : the journal of the International Actuarial Association
5
Financial analysts' journal : FAJ
5
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Costly arbitrage through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
3
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
4
Portfolio choice under transitory price impact
Isaenko, Sergei
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2375-2389
Persistent link: https://www.econbiz.de/10009008866
Saved in:
5
Money and liquidity effects : separating demand from supply
Chadha, Jagjit
;
Corrado, Luisa
;
Sun, Qi
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1732-1747
Persistent link: https://www.econbiz.de/10009125838
Saved in:
6
A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
Saved in:
7
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi
;
Draviam, Thangaraj
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2168-2195
Persistent link: https://www.econbiz.de/10003485001
Saved in:
8
Computation of reservation prices of options with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
30
(
2006
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10003289311
Saved in:
9
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
10
Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
Saved in:
11
Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
Saved in:
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