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Portfolio optimization with discrete trading strategies in a continuous-time setting
Laue, Silke (contributor) - 2003
Persistent link: https://www.econbiz.de/10001782343
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912212
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Stochastic interest rates, transaction costs and immunizing foreign currency risk
Chiang, Raymond; Okunev, John; Tippett, Mark - 1995
Persistent link: https://www.econbiz.de/10000985509
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De invloed van transactiekosten en waarderingsregels op het beleid van Nederlandse beleggers
Wit, Dirk P. M. de - 1992
Persistent link: https://www.econbiz.de/10000834083
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000969024
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924113
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An exact solution [dynamic] to the portfolio choice problem under transactions costs
Dumas, Bernard; Luciano, Elisa - 1990
Persistent link: https://www.econbiz.de/10000789448