Results 81 to 90 of about 138,874 (330)
Are Cooperatives Efficient When Membership Is Voluntary?
Journal of Agricultural and Resource Economics, 2006 If profit-maximizing farmers are free to join or not to join a cooperative, it may appear reasonable to assume that a cooperative will exist only when it has cost advantaged over non-cooperative marketing. This paper presents a model in which that result
Howard D. Leathers
doaj +1 more source
Limit Theorems for Partial Hedging Under Transaction Costs [PDF]
arXiv, 2010 We study shortfall risk minimization for American options with path dependent payoffs under proportional transaction costs in the Black--Scholes (BS) model. We show that for this case the shortfall risk is a limit of similar terms in an appropriate sequence of binomial models.
arxiv
Digital Methods for the Fatigue Assessment of Engineering Steels
Advanced Engineering Materials, EarlyView.The use of engineering steels is often limited by their fatigue strength. In the sake of a faster product development, the fatigue behavior can be predicted by machine learning (ML). In this work, ML is applied on a heterogeneous database, covering a wide range of steel types.
Sascha Fliegener +7 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
Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs [PDF]
arXiv, 2014 We study partial hedging for game options in markets with transaction costs bounded from below. More precisely, we assume that the investor's transaction costs for each trade are the maximum between proportional transaction costs and a fixed transaction costs.
arxiv
Futures trading with transaction costs
Illinois Journal of Mathematics, 2010 A model for optimal consumption and investment is posed whose solution is provided by the classical Merton analysis when there is zero transaction cost. A probabilistic argument is developed to identify the loss in value when a proportional transaction cost is introduced. There are two sources of this loss.
Janeček, Karel, Shreve, Steven E.
openaire +3 more sources
Advanced Engineering Materials, EarlyView.Integrity constraints enforce consistency and completeness on data. The article discusses a newly developed validator for checking integrity constraints in Shapes Constraint Language (SHACL) through reduction to SPARQL Protocol and RDF Query Language (SPARQL) queries. It can be used with systems for ontology‐based database access.
Özgür L. Özçep +5 more
wiley +1 more source
Doubly elastic net regularized online portfolio optimization with transaction costs. [PDF]
Sci Rep, 2023 Yao X, Zhang N.
europepmc +1 more source
Transaction Cost Economics: An Introduction [PDF]
SSRN Electronic Journal, 2007 This overview of transaction cost economics is organized around the “Carnegie Triple” – be disciplined; be interdisciplinary; have an active mind. The first of these urges those who would open up the black box of economic organization to do so in a modest, slow, molecular, definitive way, with the object of deriving refutable implications and ...
openaire +5 more sources
Advanced Engineering Materials, EarlyView.This manuscript presents advances in digital transformation within materials science and engineering, emphasizing the role of the MaterialDigital Initiative. By testing and applying concepts such as ontologies, knowledge graphs, and integrated workflows, it promotes semantic interoperability and data‐driven innovation. The article reviews collaborative
Bernd Bayerlein +44 more
wiley +1 more source