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  2. Hautsch, Nikolaus [Author]; Voigt, Stefan [Author]

    Large-scale portfolio allocation under transaction costs and model uncertainty

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    Frankfurt am Main, Germany: Center for Financial Studies, Goethe University, 27 Sep 2017

    Published in: Center for Financial Studies: CFS working paper series ; 2017582

  4. Hautsch, Nikolaus [Author]; Voigt, Stefan [Author]

    Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information

    Conference Proceedings
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    Kiel, Hamburg: ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2017

  7. Scheuch, Christoph [Author]; Hautsch, Nikolaus [Author]; Voigt, Stefan [Author]

    Building trust takes time: limits to arbitrage in blockchain-based markets

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    2020

    Published in: Scheuch, Christoph: Essays on FinTech ; (2020), Seite 35-73, 123-134

  8. Hautsch, Nikolaus [Author]; Scheuch, Christoph [Author]; Voigt, Stefan [Author]

    Limits to arbitrage in markets with stochastic settlement latency

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    Frankfurt am Main, Germany: Center for Financial Studies, Goethe University, [2018]

    Published in: Center for Financial Studies: CFS working paper series ; 2018616

  14. Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johanneson, Magnus; Kirchler, Michael; Razen, Michael; Weitzel, Utz; Abad, David; Abudy, Menachem (Meni); Adrian, Tobias; Ait-Sahalia, Yacine; Akmansoy, Olivier; Alcock, Jamie; Alexeev, Vitali; Aloosh, Arash; Amato, Livia; Amaya, Diego; Angel, James J.; Bach, Amadeus; Baidoo, Edwin; Bakalli, Gaetan; Barbon, Andrea; Bashchenko, Oksana; [...]

    Non-Standard Errors

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    Elsevier BV, 2021

    Published in: SSRN Electronic Journal