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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
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Risk measures based on behavioural economics theory
Mao, Tiantian; Cai, Jun - In: Finance and stochastics 22 (2018) 2, pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
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Partial liquidation under reference-dependent preferences
Henderson, Vicky; Muscat, Jonathan - In: Finance and stochastics 24 (2020) 2, pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
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Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.; Pliska, Stanley R. - In: Finance and stochastics 4 (2000) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf - In: Finance and stochastics 2 (1998) 2, pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel; Pliska, Stanley R. - In: Finance and stochastics 3 (1999) 2, pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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A generalization of the mutual fund theorem
Khanna, Ajay; Kulldorff, Martin - In: Finance and stochastics 3 (1999) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001367026
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Turnpike behavior of long-term investments
Huang, Chi-fu; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
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Dynamic programming and mean-variance hedging
Laurent, Jean Paul; Pham, Huyên - In: Finance and stochastics 3 (1999) 1, pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662