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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risiko"
~subject:"Transaction costs"
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Risiko
Transaction costs
Portfolio selection
177
Portfolio-Management
177
Theorie
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Theory
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Stochastic process
28
Stochastischer Prozess
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Incomplete market
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Option pricing theory
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Muhle-Karbe, Johannes
3
Kallsen, Jan
2
Muthuraman, Kumar
2
Pliska, Stanley R.
2
Akian, Marianne
1
Arai, Takuji
1
Atkinson, Colin
1
Bayraktar, Erhan
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Buescu, Cristin
1
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1
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1
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1
Dolinsky, Yan
1
Du, Ke
1
Frittelli, Marco
1
Fukasawa, Masaaki
1
Glasserman, Paul
1
Grannan, E. R.
1
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Guéant, Olivier
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Huu, Adrien Nguyen
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Jun, Wang
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Karatzas, Ioannis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
129
European journal of operational research : EJOR
90
Journal of banking & finance
88
Finance research letters
72
NBER working paper series
66
Risks : open access journal
58
Finance and stochastics
53
International review of financial analysis
49
NBER Working Paper
49
Working paper / National Bureau of Economic Research, Inc.
49
Quantitative finance
43
International journal of theoretical and applied finance
42
International review of economics & finance : IREF
42
Journal of financial economics
42
Research paper series / Swiss Finance Institute
41
Journal of economic dynamics & control
38
The journal of asset management
38
Journal of empirical finance
37
Applied economics
34
Discussion paper / Centre for Economic Policy Research
34
Economic modelling
34
The North American journal of economics and finance : a journal of financial economics studies
33
Economics letters
30
Swiss Finance Institute Research Paper
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Mathematics and financial economics
29
The review of financial studies
28
Discussion paper / Tinbergen Institute
27
The journal of portfolio management : a publication of Institutional Investor
27
The European journal of finance
26
Journal of risk
24
Journal of risk and financial management : JRFM
24
Discussion papers / CEPR
23
Energy economics
23
Applied economics letters
22
Scandinavian actuarial journal
22
Pacific-Basin finance journal
21
Journal of international financial markets, institutions & money
20
Journal of investment management : JOIM
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1
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
2
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
3
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
Saved in:
4
Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
Saved in:
5
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
Saved in:
6
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:
7
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:
8
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
9
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
10
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
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