//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Muhle-Karbe, Johannes"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Homogeneous Commercial Propert...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Theorie
4
Theory
4
Transaction costs
3
Transaktionskosten
3
asymptotics
3
transaction costs
3
Risikoaversion
2
Risk aversion
2
exponential utility
2
portfolio choice
2
trading volume
2
Anreiz
1
CAPM
1
Führungskräfte
1
Handelsvolumen der Börse
1
Hedging
1
Incentives
1
Investition
1
Investment
1
Leistungsanreiz
1
Managers
1
Martingal
1
Martingale
1
Option pricing theory
1
Optionspreistheorie
1
Performance incentive
1
Risiko
1
Risk
1
Trading volume
1
executive compensation
1
homogenization
1
incentives
1
indifference pricing and hedging
1
long run
1
long-run portfolio choice
1
optimal investment and consumption
1
price impact
1
viscosity solutions
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Muhle-Karbe, Johannes
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Jin, Hanqing
4
Korn, Ralf
4
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Bensoussan, Alain
2
Benth, Fred Espen
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cialenco, Igor
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Girotto, Bruno
2
Guéant, Olivier
2
He, Xue Dong
2
Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Nutz, Marcel
2
Obłój, Jan
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
9
Finance and stochastics
5
FINRISK Working Paper Series
2
Mathematics and financial economics
2
Annual review of financial economics
1
Boston U. School of Management Research Paper
1
International journal of theoretical and applied finance
1
Mathematics of operations research
1
Operations research
1
Working Paper No. 727
1
Working Paper No. 728
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
2
Option pricing and hedging with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
3
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
4
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
5
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->