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Standalone Antitrust Labor Immunity
Lao, Marina - 2021
their causes and possible solutions. Antitrust scholars have discussed a number of approaches, including Professors Herbert … markets. This article proposes an additional approach – one that simply asks antitrust law to step back more fully from the … seller side of labor markets, through the enactment of a standalone antitrust labor exemption to supplement the existing …
Persistent link: https://www.econbiz.de/10013240046
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Performance functions and reinforcement learning for trading systems and portfolios
Moody, John (contributor) - In: Journal of forecasting 17 (1998) 5/6, pp. 441-470
Persistent link: https://www.econbiz.de/10001363237
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Rebalancing versus buy and hold : theory, simulation and empirical analysis
Hilliard, Jimmy E.; Hilliard, Jitka - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011979088
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Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints
Yamada, Yuji; Primbs, James A. - In: Asia-Pacific financial markets 25 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012032980
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Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar; Zha, Haining - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy
Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 605-625
Persistent link: https://www.econbiz.de/10010490369
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A spectral model of turnover reduction
Kakushadze, Zura - In: Econometrics : open access journal 3 (2015) 3, pp. 577-589
We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...
Persistent link: https://www.econbiz.de/10011410628
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Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim; Liu, Ren; Muhle-Karbe, Johannes - 2015
We study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit formulas for these and the associated welfare losses due to...
Persistent link: https://www.econbiz.de/10011412280
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
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Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524