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Risk
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10,140
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9,731
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Wang, Ruodu
22
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18
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Engle, Robert F.
17
Kelly, Bryan T.
16
Rosazza Gianin, Emanuela
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Giglio, Stefano
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Wong, Wing Keung
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Huang, Xiaoxia
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Satchell, Stephen
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Eeckhoudt, Louis R.
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Mao, Tiantian
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10
Csóka, Péter
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9
Fugazza, Carolina
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Guidolin, Massimo
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Guiso, Luigi
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Heathcote, Jonathan
9
Härdle, Wolfgang
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9
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Weigert, Florian
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Bank für Internationalen Zahlungsausgleich
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Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
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Bank of Canada
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Basel Committee on Banking Supervision
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Chambre de commerce et d'industrie de Paris
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Goethe-Universität Frankfurt am Main
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Insurance / Mathematics & economics
121
European journal of operational research : EJOR
76
Journal of banking & finance
73
Finance research letters
66
Risks : open access journal
57
NBER working paper series
55
International review of financial analysis
43
The journal of asset management
39
NBER Working Paper
38
Journal of financial economics
36
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
33
Quantitative finance
33
International review of economics & finance : IREF
32
The North American journal of economics and finance : a journal of financial economics studies
31
Finance and stochastics
30
The journal of portfolio management : a publication of Institutional Investor
28
Economic modelling
27
Applied economics
26
International journal of theoretical and applied finance
26
Economics letters
25
Discussion paper / Centre for Economic Policy Research
24
Discussion paper / Tinbergen Institute
24
Journal of economic dynamics & control
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Journal of risk
23
Research paper series / Swiss Finance Institute
23
Scandinavian actuarial journal
21
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Mathematics and financial economics
20
Operations research
18
The review of financial studies
18
Discussion papers / CEPR
17
Energy economics
17
The journal of investing
17
Journal of international financial markets, institutions & money
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied economics letters
15
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ECONIS (ZBW)
4,584
RePEc
7
BASE
1
USB Cologne (EcoSocSci)
1
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1
Asset returns with transactions costs and uninsured individual risk : a stage III exercise
Aiyagari, Sudhakar Rao
;
Gertler, Mark
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000807006
Saved in:
2
Arbitrage equilibrium with transaction costs
Niehans, Jürg
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
2
,
pp. 249-270
Persistent link: https://www.econbiz.de/10001167206
Saved in:
3
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:
4
Transaction risk, derivative assets, and equilibrium
Cao, H. Henry
;
Ye, Dongyan
- In:
The quarterly journal of finance
6
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011452334
Saved in:
5
Investment opportunities, uncertain implicit transaction costs and maximum downside risk in dynamic stochastic financial optimization
Mushori, Sabastine
;
Chikobvu, Delson
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 256-264
Persistent link: https://www.econbiz.de/10011979576
Saved in:
6
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
7
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.
;
Navarro, Nicole
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
Saved in:
8
A stability approach to mean-variance optimization
Kourtis, Apostolos
- In:
The financial review : the official publication of the …
50
(
2015
)
3
,
pp. 301-330
Persistent link: https://www.econbiz.de/10011338156
Saved in:
9
Liquidity and capital under uncertainty and changing market sentiment : a simple analysis
Bossone, Biagio
- In:
Review of financial economics : RFE
23
(
2014
)
2
,
pp. 98-105
Persistent link: https://www.econbiz.de/10010442586
Saved in:
10
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models
Platanakis, Emmanouil
;
Sakkas, Athanasios
;
Sutcliffe, …
- In:
Applied economics letters
26
(
2019
)
6
,
pp. 516-521
Persistent link: https://www.econbiz.de/10012204261
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