Results 61 to 70 of about 137,465 (325)
The Total Cost of Transactions on the NYSE [PDF]
The Journal of Finance, 1988 ABSTRACTThis paper develops a measure of execution costs (market impact) of transactions on the NYSE. The measure is the volume‐weighted average price over the trading day. It yields results that are less biased than measures that use single prices, such as closes.
Berkowitz, Stephen A +2 more
openaire +2 more sources
Journal of Applied Clinical Medical Physics, EarlyView.Abstract Purpose This work introduces BreastWatch, a Varian Eclipse script tool designed to help medical physicists, dosimetrists, and radiation oncologists easily inspect and improve External Beam Breast Treatment (EBBT) plans using automatic evaluation of protocol dose‐constraints enhanced by a Community‐Based approach.
Stefano Agostinelli +8 more
wiley +1 more source
Balancing small fixed and proportional transaction cost in trading strategies [PDF]
arXiv, 2013 Transaction costs appear in financial markets in more than one form. There are several results in the literature on small proportional transaction cost and not that many on fixed transaction cost. In the present work, we heuristically study the effect of both types of transaction cost by focusing on a portfolio optimization. Here we assume the presence
arxiv
Learning, Cascades, and Transaction Costs* [PDF]
Review of Finance, 2007 The paper analyzes the effect of transaction costs on social learning in an asset market with asymmetric information, sequential trading, and a competitive price mechanism. Both fixed and proportional transaction costs reduce the information content of trading orders and lead to informational cascades.
openaire +4 more sources
Simplifying the Bureaucracy Through Transaction Cost Theory
Jurnal Bina PrajaThe policy of simplifying the bureaucracy aims to simplify, but in its preparation, it produces many regulations that also cost a lot of money. The Ministry of Finance publishes an average cost incurred for the preparation of one ministerial regulation ...
Nanik Murwati +4 more
doaj +1 more source
A Note on Portfolio Optimization with Quadratic Transaction Costs [PDF]
arXiv, 2020 In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using linear transaction costs. The reason lies in the specification of the budget constraint, which is no longer linear.
arxiv
Equilibrium returns with transaction costs [PDF]
Finance and Stochastics, 2017 Finance and Stochastics, Springer Verlag (Germany), In ...
Johannes Muhle-Karbe +4 more
openaire +7 more sources
International Journal of Adaptive Control and Signal Processing, EarlyView.Summary Data‐driven forecasting of ship motions in waves is investigated through feedforward and recurrent neural networks as well as dynamic mode decomposition. The goal is to predict future ship motion variables based on past data collected on the field, using equation‐free approaches.
Matteo Diez +2 more
wiley +1 more source
Optimal Selection of Transaction Costs in a Dynamic Principal-Agent Problem [PDF]
arXiv, 2018 Environments with fixed adjustment costs such as transaction costs or \lq menu costs\rq$ $ are widespread within economic systems. The presence of fixed minimal adjustment costs produces adjustment stickiness so that agents must choose a sequence of points at which time to perform their actions.
arxiv
Transaction Management: Value Creation by Reducing Transaction Costs [PDF]
SSRN Electronic Journal, 2010 In this era of globalization we see an increase in specialization: the production chain is split up in more and more parts and the production of these parts is outsourced to those places in the world where production is relatively cheapest and most efficient. It implies that transaction costs, associated with the coordination of production and trade in
den Butter, den Butter, A G Frank
openaire +6 more sources