Results 121 to 130 of about 138,874 (330)
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs [PDF]
arXivWe consider the Merton's problem with proportional transaction costs. It is well-known that the optimal investment strategy is characterized by two trading boundaries, i.e., the buy boundary and the sell boundary, between which is the no-trading region. We study how the two trading boundaries vary with transaction costs.
arxiv
Banks' Reserve Management, Transaction Costs, and the Timing of Federal Reserve Intervention [PDF]
, 2000 Leonardo Bartolini +2 more
openalex +1 more source
Current Trends and Future Perspective for Cold Spray Metal‐Ceramic Composites
Advanced Engineering Materials, EarlyView.The use of cold spray (CS) technology for creating cermet deposits, combining ceramic and metallic components, is advancing rapidly. Cermets offer excellent temperature handling and erosion resistance for diverse applications. This review outlines the current state of the art, focusing on the deposition dynamics and strategies to optimize the ...
Romario A. Wicaksono +2 more
wiley +1 more source
On the fractional Black-Scholes market with transaction costs [PDF]
arXiv, 2010 We consider fractional Black-Scholes market with proportional transaction costs. When transaction costs are present, one trades periodically i.e. we have the discrete trading with equidistance $n^{-1}$ between trading times. We derive a non trivial hedging error for a class of European options with convex payoff in the case when the transaction costs ...
arxiv
Mechanisms of De‐icing by Surface Rayleigh and Plate Lamb Acoustic Waves
Advanced Engineering Materials, EarlyView.Ice accretion impacts daily life, renewable energy generation, maintenance, and security in industries and aeronautics. Acoustic waves (AW) are a promising method for ice removal, although de‐icing mechanisms require further investigation to optimize energy efficiency.
Shilpi Pandey +15 more
wiley +1 more source
Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior [PDF]
, 2000 Anthony W. Lynch, Pierluigi Balduzzi
openalex +1 more source
Advanced Engineering Materials, EarlyView.This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker +5 more
wiley +1 more source
The Transaction Costs of Government Responses to the COVID-19 Emergency in Latin America. [PDF]
Public Adm Rev, 2020 Ramírez de la Cruz EE +4 more
europepmc +1 more source
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs [PDF]
, 2000 George M. Constantinides +1 more
openalex +1 more source
Advanced Engineering Materials, EarlyView.Combining supercritical CO2 (s‐CO2) cycles with particle‐based heat transfer media holds great potential in concentrated solar power plants but poses enormous material challenges. The particle/s‐CO2 heat exchanger must withstand extreme conditions, including high temperatures, pressures, CO2 corrosion, and erosion.
Mathias Christian Galetz +5 more
wiley +1 more source