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Consortium of Swiss Academic Libraries

Robust hedging with proportional transaction costs

Dolinsky, Yan ; Soner, H.

In: Finance and Stochastics, 2014, vol. 18, no. 2, p. 327-347

Consortium of Swiss Academic Libraries

Transaction costs, trading volume, and the liquidity premium

Gerhold, Stefan ; Guasoni, Paolo ; Muhle-Karbe, Johannes ; Schachermayer, Walter

In: Finance and Stochastics, 2014, vol. 18, no. 1, p. 1-37

Consortium of Swiss Academic Libraries

The dual optimizer for the growth-optimal portfolio under transaction costs

Gerhold, S. ; Muhle-Karbe, J. ; Schachermayer, W.

In: Finance and Stochastics, 2013, vol. 17, no. 2, p. 325-354

Consortium of Swiss Academic Libraries

Portfolio-optimization models for small investors

Baumann, Philipp ; Trautmann, Norbert

In: Mathematical Methods of Operations Research, 2013, vol. 77, no. 3, p. 345-356

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