Results 31 to 40 of about 138,874 (330)
Asymptotics for Fixed Transaction Costs [PDF]
SSRN Electronic Journal, 2013 An investor with constant relative risk aversion trades a safe and several risky assets with constant investment opportunities. For a small fixed transaction cost, levied on each trade regardless of its size, we explicitly determine the leading-order corrections to the frictionless value function and optimal policy.
Altarovici, Albert +2 more
openaire +6 more sources
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: A Conceptual Framework
International Journal of Engineering and Management Sciences, 2017 Transaction Costs (TC) is a very important topic, especially in a changing work environment which has a large number of operational firms, and increasing business growth.
Allam Yousuf
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
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
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 +12 more
wiley +1 more source
Transaction Costs in Digital Coordinates
Статистика и экономикаThe article examines the problems of studying transaction costs through the prism of the concept of an “extended enterprise” in the digital economy, defines evolutionary approaches to the study of transaction costs, classifies the classification features
S. S. Galazova
doaj +1 more source
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 +17 more
wiley +1 more source