Results 31 to 40 of about 137,465 (325)

Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty [PDF]

Journal of Econometrics, 2019, 212(1), p. 221-240, 2017
We theoretically and empirically study portfolio optimization under transaction costs and establish a link between turnover penalization and covariance shrinkage with the penalization governed by transaction costs. We show how the ex ante incorporation of transaction costs shifts optimal portfolios towards regularized versions of efficient allocations.
arxiv   +1 more source

Transaction Costs and Incentive Theory

Revue d'économie industrielle, 2000
Cet article propose de réconcilier la théorie des incitations et la théorie des coûts de transaction. Nous rappelons dans un premier temps les hypothèses fondamentales sous-tendant le Principe de Révélation utilisé dans la théorie des mécanismes incitatifs.
Malin, Eric, Martimort, David
openaire   +5 more sources

Transaction Costs, the Phenomenon of the Trading House and Economic Organization [PDF]

Журнал институциональных исследований, 2015
The present paper contains a study of the phenomenon of company’s specific internal divisions called “trading house”. The analysis of different approaches (based on results obtained by R. Coase and O.
Kiryanov Igor, V.
doaj   +1 more source

Translation as a Transaction Cost [PDF]

Meta, 2002
The author develops a translation theory which considers source and target elements as social actors engaged in communication in order to achieve mutual benefits. The model suggests, among other things, that the social effort put into communication should not exceed the mutual benefit ensuing from the interaction.
openaire   +2 more sources

Transaction Cost Analysis on Revenues and Profits of Red Chili Farming

Jurnal Manajemen & Agribisnis, 2019
This research aimed to analyze the transaction cost structure and the effect of transaction costs on the revenue and profit of red chili farming. The analytical methods used were Transaction Cost Economic (TCE) analysis and multiple regression analysis ...
Zumi Saidah, Harianto Harianto, Sri Hartoyo, Ratna Winandi Asmarantaka   +3 more
doaj   +1 more source

Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets [PDF]

Int. J. Theor. Appl. Finan., Volume 18, Issue 5 (2015), 2014
We study the arbitrage opportunities in the presence of transaction costs in a sequence of binary markets approximating the fractional Black-Scholes model. This approximating sequence was constructed by Sottinen and named fractional binary markets.
arxiv   +1 more source

Transaction costs and the sharing economy [PDF]

INFO, 2016
Purpose The paper aims to discuss the so-called sharing economy from a business modeling and industrial structure perspective. The illustrative cases examined are Airbnb and Uber. The research question raised is concerned with the extent to which transaction cost theory can be used to explain the changing industrial structures in the application areas
Henten, Anders, Windekilde, Iwona
openaire   +3 more sources

KRAS and GNAS mutations in cell‐free DNA and in circulating epithelial cells in patients with intraductal papillary mucinous neoplasms—an observational pilot study

Molecular Oncology, EarlyView.
This study demonstrates that KRAS and GNAS mutations are more prevalent in patients with resected intraductal papillary mucinous neoplasms (IPMN) compared to those under clinical surveillance. GNAS mutations significantly differ between the two patient cohorts, indicating that their absence may serve as a potential biomarker to support conservative ...
Christine Nitschke, Marie Tölle, Philipp Walter, Kira Meißner, Mara Goetz, Jolanthe Kropidlowski, Andreas W. Berger, Jakob R. Izbicki, Felix Nickel, Thilo Hackert, Klaus Pantel, Harriet Wikman, Faik G. Uzunoglu   +12 more
wiley   +1 more source

On‐treatment dynamics of circulating extracellular vesicles in the first‐line setting of patients with advanced non‐small cell lung cancer: the LEXOVE prospective study

Molecular Oncology, EarlyView.
The LEXOVE prospective study evaluated plasma cell‐free extracellular vesicle (cfEV) dynamics using Bradford assay and dynamic light scattering in metastatic non‐small cell lung cancer patients undergoing first‐line treatments, correlating a ∆cfEV < 20% with improved median progression‐free survival in responders versus non‐responders.
Valerio Gristina, Viviana Bazan, Nadia Barraco, Simona Taverna, Mauro Manno, Samuele Raccosta, Anna Paola Carreca, Marco Bono, Tancredi Didier Bazan Russo, Francesco Pepe, Pasquale Pisapia, Lorena Incorvaia, Giuseppe Badalamenti, Giancarlo Troncone, Umberto Malapelle, Daniele Santini, Antonio Russo, Antonio Galvano   +17 more
wiley   +1 more source

Price impact equilibrium with transaction costs and TWAP trading [PDF]

arXiv, 2020
We prove the existence of an equilibrium in a model with transaction costs and price impact where two agents are incentivized to trade towards a target. The two types of frictions -- price impact and transaction costs -- lead the agents to two distinct changes in their optimal investment approach: price impact causes agents to continuously trade in ...
arxiv