Citation of paper, Portfolio Selection with Transaction Costs

Authors Citing This Paper

AuthorCiting PapersAuthor's PapersAuthor's CitationsAuthor's IF
Vassili N Kolokoltsov171061,3151.1
Min Dai13637481.1
Halil Mete Soner91154,6762.6
Colin Atkinson6291930.5
Maxim Bichuch5191691.8
Luitgard Anna Maria Veraart4153453.6
Farid Chighoub311530.6
Paolo Guasoni3648091.3
Erhan Bayraktar31641,7411.4
Lasse Heje Pedersen37712,21618.3
Alex S L Tse38340.8
Christoph Reisinger2534351.4
Nabeel Butt2230.8
Nikolai G Dokuchaev2853840.5
Dylan Possamaï2434222.1
Valeriy Zakamulin2353661.2
Alexandre F Roch2151250.9
Brahim Mezerdi2302550.7
John Roberts Birge21325,3152.7
Francisco A Delgado23531
Liu Bin23141.4
Jin Hyuk Choi210762.3
20
Hoai An Le Thi21722,8501.6
Junkee Jeon2421811.1
Kyunghyun Park214200.6
Guiyuan210542.1
Andrew C Singer21332,9461.4
Steven E Shreve2504,9833.6
Stanley R Pliska2423,3292.5
Zura Kakushadze2411860.5
Zuo Quan Xu2364912.2
Daniele Marazzina2352161.3
Grigory Vilkov1255835.4
Vasyl Golosnoy1353281
Peter Nystrup1161923.5
Zeev Vladimir Volkovich1451790.4
Bezirgen Veliyev18491
Giulia Di Nunno1413550.6
Renyuan Xu18211.7
Mariateresa Ciommi1233904.1
Justo Puerto11962,6451.3
Giuseppe Bertola1603,0312.2
Gabriela Mundaca171252.6
Diego Ponce19441.9
Jianhui Huang1404181.4
10
Mogens Steffensen1485591.2
Shuaijie Qian1100
Haluk Yener15130.5

Journals Citing This Paper

JournalCiting PapersJournal's IFJournal's Star
SSRN Electronic Journal1761
Mathematical Finance382.3★★
Journal of Economic Dynamics and Control241.3★★
Finance and Stochastics231.9★★
SIAM Journal on Control and Optimization221.9★★
Quantitative Finance221.6★★
SIAM Journal on Financial Mathematics161.4★★
European Journal of Operational Research155.6★★
International Journal of Theoretical and Applied Finance130.5★★
Review of Financial Studies127★★
Journal of Finance116.4★★
Applied Mathematical Finance100.9★★
Mathematical Methods of Operations Research101★★
Mathematics and Financial Economics91★★
Stochastics80.6★★
Annals of Applied Probability82★★
Advances in Applied Probability70.7★★
Management Science73.9★★
Profiles in Operations Research61
Computational Economics61.4★★
Journal of Financial and Quantitative Analysis62.7★★
Journal of Economic Theory61.4★★
Lecture Notes in Mathematics60.4★★
Handbooks in Operations Research and Management Science5
Stochastic and Stochastics Reports5
Insurance: Mathematics and Economics51.5★★
Stochastic Processes and Their Applications51.1★★
Journal of Optimization Theory and Applications51.6★★
Applied Optimization4
The IMA Volumes in Mathematics and Its Applications40.5
Journal of Industrial and Management Optimization42★★
Financial Analysts Journal41.5★★
Journal of Mathematical Economics40.6★★
Journal of Financial Economics46.6★★
Journal of Banking and Finance42.6★★
Annals of Operations Research43.2★★
Operations Research42.3★★
Journal of Mathematical Sciences40.4
Journal of Computational and Applied Mathematics42.4★★
Journal of Mathematical Analysis and Applications41.1★★
Lecture Notes in Computer Science40.9★★
World Scientific Handbook in Financial Economics Series30.2
Advances in Spatial Science30.4
Annals of Finance31★★
IMA Journal of Management Mathematics31.4★★
Journal of Economics and Business31.3★★
Applied Mathematics and Optimization31.5★★
IFIP Advances in Information and Communication Technology30.5★★
Economic Modelling33.4★★
Mathematical Problems in Engineering31.1★★