Narrow search
Showing 1 - 5 of 5
Cover Image
Numerical solution of the HamiltonJacobiBellman formulation for continuous time mean variance asset allocation
Wang, J.; Forsyth, Peter A. - In: Journal of economic dynamics & control 34 (2010) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10003947664
Cover Image
Auctions as algorithms : computerized trade execution and price discovery
Domowitz, Ian - In: Journal of economic dynamics & control 18 (1994) 1, pp. 29-60
Persistent link: https://www.econbiz.de/10001148515
Cover Image
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Cover Image
How well does the weighted price contribution measure price discovery?
Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129
Persistent link: https://www.econbiz.de/10011587172
Cover Image
Does tax competition really promote growth?
Wang, J.; Forsyth, P.A. - In: Journal of economic dynamics & control 34 (2010) 2, pp. 191-207
Persistent link: https://www.econbiz.de/10008348359