Delivering Left-Skewed Portfolio Payoff Distributions in the Presence of Transaction Costs †

Author： Krawczyk Jacek B  

Publisher： MDPI

E-ISSN： 2227-9091|3|3|318-337

ISSN： 2227-9091

Source： Risks, Vol.3, Iss.3, 2015-08, pp. : 318-337

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions

By Tasche Dirk  

Journal of Risk and Financial Management, Vol. 9, Iss. 1, 2015-12 ,pp. : 1-1

MDPI

Access to resources Recommend Favorite

Model Risk in Portfolio Optimization

By Stefanovits David   Schubiger Urs   Wüthrich Mario V.  

Risks, Vol. 2, Iss. 3, 2014-08 ,pp. : 315-348

MDPI

Access to resources Recommend Favorite

Risk Measures and Portfolio Optimization

By Gambrah Priscilla Serwaa Nkyira   Pirvu Traian Adrian  

Journal of Risk and Financial Management, Vol. 7, Iss. 3, 2014-09 ,pp. : 113-129

MDPI

Access to resources Recommend Favorite

On Transaction-Cost Models in Continuous-Time Markets

By Poufinas Thomas  

International Journal of Financial Studies, Vol. 3, Iss. 2, 2015-04 ,pp. : 102-135

MDPI

Access to resources Recommend Favorite

Macroeconomic Stability in a Model with Bond Transaction Services

By Marzo Massimiliano   Zagaglia Paolo  

International Journal of Financial Studies, Vol. 6, Iss. 1, 2018-02 ,pp. : 23-23

MDPI

Access to resources Recommend Favorite