Results 151 to 160 of about 2,544,042 (295)
Smart Timing for Smart Products? Complementor Multihoming in Nascent Platform Markets
Journal of Product Innovation Management, EarlyView.ABSTRACT In multi‐platform markets, complementors often choose to offer their products or services across several platforms—a strategy known as complementor multihoming. This approach has gained significant attention from both industry practitioners and management scholars.
Senem Aydin Ozden +3 more
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Minimax Parametric Optimization Problems and Multidimensional Parametric Searching
Minimax Parametric Optimization Problems and Multidimensional Parametric Searchingapplication/pdf The parametric minimax problem, which finds the parameter value minimizing the weight of a solution of a combinatorial maximization problem, is a fundamental problem in sensitivity analysis. Moreover, several problems in computational geometry can be formulated as parametric minimax problems.
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Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
On Robustness to Random Breaks in Panel Data
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT One of the attractions of panel data is the ability to pool information regarding parameters that are common across the cross‐section. In fact, pooling is standard even though there are often reasons to believe that parameters are not common. One reason for this practice is that there is quite some evidence to suggest that estimators of common
Yousef Kaddoura, Joakim Westerlund
wiley +1 more source
From cognitive coherence to political polarization: A data‐driven agent‐based model of belief change
Political Psychology, EarlyView.Abstract Political polarization represents a rising issue in many countries, making it more and more important to understand its relation to cognitive‐motivational and social influence mechanisms. Yet, the link between micro‐level mechanisms and macro‐level phenomena remains unclear.
Marlene C. L. Batzke +4 more
wiley +1 more source
Automated parametrization of small molecules within the Martini 3 coarse-grained model guided by experimental log P values. [PDF]
Sci RepKelidou M, Stroh KS, Risselada HJ.
europepmc +1 more source
Self-Consistent Charge Density-Functional Tight-Binding Parametrization for Pt-Ru Alloys.
Journal of Physical Chemistry A, 2017 Hongbo Shi +2 more
semanticscholar +1 more source