Results 61 to 70 of about 631,693 (294)
Asymptotic Methods for Transaction Costs
RisksWe propose a general approximation method for the determination of optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual value function.
Eberhard Mayerhofer
doaj +1 more source
Robust Hedging with Proportional Transaction Costs
, 2013 Duality for robust hedging with proportional transaction costs of path dependent European options is obtained in a discrete time financial market with one risky asset.
Dolinsky, Yan, Soner, H. Mete
core +1 more source
Advanced Engineering Materials, EarlyView.This article presents the design, modeling, and characterization of air‐pressure–actuated programmable vibroacoustic metamaterials (PVAMM). The study focuses on leveraging air pressure to dynamically tune resonance frequencies for effective noise attenuation.
William Kaal +2 more
wiley +1 more source
Adverse Effects of Transaction Costs in East European Economies
Organizations and Markets in Emerging Economies, 2011 . At a given level of technology the gross aggregate production function lies above the net aggregate production function where the difference represents the aggregate transaction costs in the economy.
Tamara Todorova
doaj +1 more source
Advanced Engineering Materials, EarlyView.The presented study focuses on the fracture behaviour of carbon‐bonded magnesia MgO–C refractories, where environmentally friendly fructose, collagen and lignin serve as temporary binding agents. The partial substitution of the source material with recycled MgO–C reduces the fracture resistance, which can be counteracted by the additional introduction ...
Marc Neumann +6 more
wiley +1 more source
The Role of Transaction Cost Economics in Selecting Firm Strategy [PDF]
Risk in Contemporary Economy, 2012 From the first beginning Transaction Cost Economics (TCE) was concerned by the reason and circumstances when the firms choose the hierarchy instead of market for organizing a transaction.
Sofia DAVID
doaj
Effect of Laser Deoxidation on Adhesive‐Bonded Aluminum in an Oxygen‐Free Atmosphere
Advanced Engineering Materials, EarlyView.This study investigates laser ablation of aluminum under oxygen‐free conditions. The goal is to produce oxide‐free substrates that enable improved adhesive bonding with epoxy. Optimized laser parameters (90% overlap, 300 µJ) combined with oxide‐free substrates result in the highest tensile strength of the adhesive bond.
Sandra Gerland +5 more
wiley +1 more source
Setup‐Optimized Sequencing in Job Shops: Modeling Workstation Productivity and Lateness Behavior
Advanced Engineering Materials, EarlyView.Setup‐optimized sequencing in job‐shop production creates a trade‐off between productivity improvement and schedule reliability. A WIP‐explicit modeling framework links sequencing‐induced productivity gains and lateness dispersion through the production operating curve.
Friederike Stefanowski +2 more
wiley +1 more source
Carbon ManagementClimate change suggests the use of carbon dioxide removal technologies, such as soil carbon sequestration in agriculture, to complement mitigation efforts.
Luiza M. Karpavicius +3 more
doaj +1 more source
Portfolio Optimization with Concave Transaction Costs [PDF]
In this paper we study the optimal portfolio management for the constant relative-risk averse investor who maximizes an expected utility of his terminal wealth and who faces transaction costs during his trades.
Andriy Demchuk
core