Search results

The single and multi‐item transshipment problem with fixed transshipment costs 2019-05-02 Paper Lot sizing with learning and forgetting in setups: Analytical...

under fixed and proportional transaction costs 2008-08-14 Paper Growth-optimal portfolios under transaction costs 2008-05-16 Paper Impulsive control of portfolios...

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...

investment and consumption with recursive preferences and small transaction costs 2021-03-23 Paper Dynamic asset allocation with relative wealth concerns in...

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...

discrete lotsizing and scheduling problem with sequence dependent set-up costs and set-up times using the travelling salesman problem with time windows...

approach to optimal dividend policies with capital injections and transaction costs 2017-04-21 Paper On a nonparametric estimator for the finite time survival...

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...

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...

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...

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...

search 2014-04-30 Paper Index tracking with fixed and variable transaction costs 2014-03-14 Paper Metaheuristics with disposal facility positioning for the...

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...

Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 2001-11-26 Paper Optimal environment management in...

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...

Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model 2017-05-24 Paper Enhanced soft subspace clustering...

super-replication under transaction costs 1999-09-14 Paper HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 1999-05-26...

over a finite horizon with a target liquidation value under transaction costs and solvency constraints 2019-06-18 Paper Asset management, high water mark...

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...

Publication Date of Publication Type Binary funding impacts in derivative valuation 2023-09-27 Paper A new Mertens decomposition of \(\mathscr{Y}^{g ,...