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Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias - 2017
Persistent link: https://www.econbiz.de/10012197703
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Inferring trade directions in fast markets
Jurkatis, Simon Willi - 2020
Persistent link: https://www.econbiz.de/10012597973
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Inferring trade directions in fast markets
Jurkatis, Simon Willi - In: Journal of financial markets 58 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013254020
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Practical aspects of portfolio selection and optimisation on the capital market
Turcas, Florin; Dumiter, Florin; Brezeanu, Petre; … - In: Economic research 30 (2017) 1,1, pp. 14-30
Persistent link: https://www.econbiz.de/10012222192
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Rough sets : technical computer intelligence applied to financial market
Kaupa, Paulo Henrique; Sassi, Renato José - In: International journal of business innovation and research 13 (2017) 1, pp. 130-145
Persistent link: https://www.econbiz.de/10011724272
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Market microstructure : confronting many viewpoints
Abergel, Frédéric (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009524952
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Balkan stock exchanges : consideration of the length of the estimation window in similar markets
Kubiszewska, Katarzyna; Potrykus, Marcin - In: European research studies 23 (2020) 4, pp. 1047-1067
Persistent link: https://www.econbiz.de/10012511308
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Equilibria in incomplete financial markets with portfolio constraints and transaction costs
De Waegenaere, Anja - 1994
Persistent link: https://www.econbiz.de/10000889938
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Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano; Jouini, Elyès; Porte, Vincent - In: Mathematics and financial economics 7 (2013) 3, pp. 281-304
Persistent link: https://www.econbiz.de/10009754853
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Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
Bentahar, Imen (contributor); Bouchard, Bruno (contributor) - 2005
We consider a continuous time multivariate financial market with proportional transaction costs and study the problem of finding the minimal initial capital needed to hedge, without risk, European-type contingent claims. The model is similar to the one considered in Bouchard and Touzi (2000)...
Persistent link: https://www.econbiz.de/10003324097