DC Field
Value
Language
dc.contributor.author
Czichowsky, Christoph
-
dc.contributor.author
Peyre, Rémi
-
dc.contributor.author
Schachermayer, Walter
-
dc.contributor.author
Yang, Junjian
-
dc.date.accessioned
2023-02-01T09:51:16Z
-
dc.date.available
2023-02-01T09:51:16Z
-
dc.date.issued
2018
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Czichowsky, C., Peyre, R., Schachermayer, W., &#38; Yang, J. (2018). Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. <i>Finance and Stochastics</i>, <i>22</i>(1), 161–180. https://doi.org/10.1007/s00780-017-0351-5</div> </div>
-
dc.identifier.issn
0949-2984
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/145872
-
dc.language.iso
en
-
dc.relation.ispartof
Finance and Stochastics
-
dc.subject
Statistics and Probability
-
dc.subject
Statistics, Probability and Uncertainty
-
dc.subject
Finance
-
dc.title
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
en
dc.type
Artikel
de
dc.type
Article
en
dc.description.startpage
161
-
dc.description.endpage
180
-
dc.type.category
Original Research Article
-
tuw.container.volume
22
-
tuw.container.issue
1
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
20
-
tuw.researchTopic.value
80
-
dcterms.isPartOf.title
Finance and Stochastics
-
tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
tuw.publisher.doi
10.1007/s00780-017-0351-5
-
dc.identifier.eissn
1432-1122
-
dc.description.numberOfPages
20
-
tuw.author.orcid
0000-0002-4653-7730
-
wb.sci
true
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1010
-
wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
-
item.languageiso639-1
en
-
item.openairetype
research article
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_2df8fbb1
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.orcid
0000-0002-4653-7730
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
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