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A super-martingale property of the optimal portfolio process
Schachermayer, Walter - In: Finance and stochastics 7 (2003) 4, pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
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Negative Libor rates in the swap market model
Davis, Mark H. A.; Mataix-Pastor, Vicente - In: Finance and stochastics 11 (2007) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
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Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
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A super-martingale property of the optimal portfolio process
Schachermayer, Walter - In: Finance and stochastics 7 (2003) 4, pp. 433-456
Persistent link: https://www.econbiz.de/10008215553
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Utility maximization in incomplete markets with random endowment
Cvitanic, Jaksa; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259
Persistent link: https://www.econbiz.de/10008217147
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan; Guasoni, Paolo; Muhle-Karbe, Johannes; … - In: Finance and stochastics 18 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
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The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan; Muhle-Karbe, Johannes; Schachermayer, … - In: Finance and stochastics 17 (2013) 2, pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
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A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano; Schachermayer, Walter - In: Finance and stochastics 10 (2006) 4, pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
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In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter; Sîrbu, Mihai; Taflin, Erik - In: Finance and stochastics 13 (2009) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
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The space of outcomes of semi-static trading strategies need not be closed
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter - In: Finance and stochastics 21 (2017) 3, pp. 741-751
Persistent link: https://www.econbiz.de/10011944422