Publications Scientific papers, economic policy articles, expert reports, blog posts, and more 4 Results enter search term Search Reset filter Suchfilter Publicationtype Working Paper (3) Journal Article (1) Units International Macroeconomics (4) Macroeconomic Policy under Market Imperfections (4) Authors Albrecht Irle (4) Claas Prelle (2) Jonas Kauschke (2) Mishael Milakovic (2) Thomas Lux (2) Publication Series Kiel Working Papers (3) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Authors: Albrecht Irle Remove all filters Working Paper A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets Kiel Working Papers 09/2008 Download Claas Prelle , Albrecht Irle We consider a portfolio optimization problem in a Black-Scholes model with n stocks, in which an investor faces both fixed and... Working Paper A Note on Arbitrage under Transaction Costs Kiel Working Papers 09/2008 Download Claas Prelle , Albrecht Irle Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this note we show that his results remain... Working Paper Switching Rates and the Asymptotic Behavior of Herding Models Kiel Working Papers 02/2010 Download Albrecht Irle , Jonas Kauschke , Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the... Journal Article Switching Rates and the Asymptotic Behavior of Herding Models Advances in Complex Systems 06/2011 Albrecht Irle , Jonas Kauschke , Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Economics E-Journal Review of World Economics Kiel Focus
Working Paper A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets Kiel Working Papers 09/2008 Download Claas Prelle , Albrecht Irle We consider a portfolio optimization problem in a Black-Scholes model with n stocks, in which an investor faces both fixed and...
Working Paper A Note on Arbitrage under Transaction Costs Kiel Working Papers 09/2008 Download Claas Prelle , Albrecht Irle Guasoni (2006) introduced a simple condition for the absence of arbitrage opportunities. In this note we show that his results remain...
Working Paper Switching Rates and the Asymptotic Behavior of Herding Models Kiel Working Papers 02/2010 Download Albrecht Irle , Jonas Kauschke , Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...
Journal Article Switching Rates and the Asymptotic Behavior of Herding Models Advances in Complex Systems 06/2011 Albrecht Irle , Jonas Kauschke , Thomas Lux ... Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...
