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On the law of one price
Courtault, Jean-Michael; Delbaen, Freddy; Kabanov, Jurij M. - In: Finance and stochastics 8 (2004) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
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Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy; Peng, Shige; Rosazza Gianin, Emanuela - In: Finance and stochastics 14 (2010) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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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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Optimal investment in incomplete financial markets
Schachermayer, Walter - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 427-462). 2002
Persistent link: https://www.econbiz.de/10001679464
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The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter - In: Mathematics and financial economics 8 (2014) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
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Portfolio optimization in incomplete financial markets
Schachermayer, Walter - 2004
Persistent link: https://www.econbiz.de/10003469901
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Asymptotic theory of transaction costs
Schachermayer, Walter - 2017
Persistent link: https://www.econbiz.de/10011763489
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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