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- The single and multi‐item transshipment problem with fixed transshipment costs 2019-05-02 Paper Lot sizing with learning and forgetting in setups: Analytical...10 bytes (16 words) - 07:41, 7 October 2023
- under fixed and proportional transaction costs 2008-08-14 Paper Growth-optimal portfolios under transaction costs 2008-05-16 Paper Impulsive control of portfolios...10 bytes (17 words) - 19:52, 6 October 2023
- Auctions 2013-11-08 Paper Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds 2005-02-16...10 bytes (16 words) - 19:18, 6 October 2023
- investment and consumption with recursive preferences and small transaction costs 2021-03-23 Paper Dynamic asset allocation with relative wealth concerns in...10 bytes (18 words) - 19:21, 11 December 2023
- state-price deflator in a multi-period market model 2021-09-30 Paper Hedging costs for two large investors 2011-07-20 Paper On dynamic programming equations...10 bytes (16 words) - 16:22, 6 October 2023
- discrete lotsizing and scheduling problem with sequence dependent set-up costs and set-up times using the travelling salesman problem with time windows...10 bytes (20 words) - 22:44, 11 December 2023
- approach to optimal dividend policies with capital injections and transaction costs 2017-04-21 Paper On a nonparametric estimator for the finite time survival...10 bytes (16 words) - 17:54, 9 December 2023
- Portfolio selection with transactions costs 1976-01-01 Paper The preferability of investment through a mutual fund 1976-01-01 Paper THE DUALITY OF THE PRICE...10 bytes (20 words) - 15:40, 11 December 2023
- minimum activation levels and fixed costs 2002-07-30 Paper A data envelopment analysis approach to measure the mutual fund performance 2002-07-08 Paper Option...10 bytes (16 words) - 21:02, 24 September 2023
- AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES 2021-10-20 Paper Minimizing CVaR in global dynamic hedging with transaction costs 2021-07-16...10 bytes (16 words) - 00:02, 25 September 2023
- 2013-05-08 Paper Arbitrage-free models in markets with transaction costs 2012-06-22 Paper Mutual fund performance: false discoveries, bias, and power 2011-11-15...10 bytes (18 words) - 21:31, 11 December 2023
- search 2014-04-30 Paper Index tracking with fixed and variable transaction costs 2014-03-14 Paper Metaheuristics with disposal facility positioning for the...10 bytes (19 words) - 01:39, 11 December 2023
- the wage gap: does sequencing matter? 2022-10-11 Paper Market size, entry costs and free entry Cournot equilibrium 2022-06-30 Paper International capital...10 bytes (16 words) - 16:43, 24 September 2023
- Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 2001-11-26 Paper Optimal environment management in...10 bytes (17 words) - 21:27, 24 September 2023
- volatility approach to pricing and hedging call options with transaction costs 2014-02-20 Paper Stock market crashes in 2007–2009: were we able to predict...10 bytes (18 words) - 05:48, 9 December 2023
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model 2017-05-24 Paper Enhanced soft subspace clustering...10 bytes (16 words) - 15:55, 6 October 2023
- super-replication under transaction costs 1999-09-14 Paper HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 1999-05-26...10 bytes (17 words) - 20:00, 24 September 2023
- over a finite horizon with a target liquidation value under transaction costs and solvency constraints 2019-06-18 Paper Asset management, high water mark...10 bytes (16 words) - 15:36, 6 October 2023
- Paper Dual formulation of the utility maximization problem under transaction costs 2003-05-06 Paper Optimal investment strategies in a CIR framework 2002-07-18...10 bytes (16 words) - 15:55, 11 December 2023
- Publication Date of Publication Type Binary funding impacts in derivative valuation 2023-09-27 Paper A new Mertens decomposition of \(\mathscr{Y}^{g ,...10 bytes (16 words) - 07:18, 7 October 2023