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Colin Atkinson · Study

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Colin Atkinson

4 works· latest 2007· 1 institutionscluster: provisionalORCID 0000-0002-8469-0875

h-index4

i104

Citations205

Works here4

95

97

04

07

Most cited in this library

Portfolio management with transaction costs1997 · 76 citations
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL1995 · 71 citations
Multi‐asset portfolio optimization with transaction cost2004 · 39 citations
Discrete extrema of Brownian motion and pricing of exotic options2007 · 19 citations

Works

4 shown

Discrete extrema of Brownian motion and pricing of exotic options

The Journal of Computational Finance·2007·2 authors

19citations

Multi‐asset portfolio optimization with transaction cost

Applied Mathematical Finance·2004·2 authors

39citations

Portfolio management with transaction costs

Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences·1997·3 authors

76citations

PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL

Mathematical Finance·1995·2 authors

71citations