Narrow search
Showing 1 - 10 of 297,149
Cover Image
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
Cover Image
Social capital in knowledge based economy : chosen aspects
Libertowska, Andżelika - In: Oeconomia Copernicana 5 (2014) 3, pp. 93-107
Persistent link: https://www.econbiz.de/10011508187
Cover Image
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
Cover Image
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
Cover Image
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Cover Image
Information flow between derivatives and spot market : the reason of studies results divergence
Aloulou, Abderrahmen; Boujelbene, Younes - In: International journal of monetary economics and finance 8 (2015) 1, pp. 20-33
Persistent link: https://www.econbiz.de/10011374615
Cover Image
Extending the concepts of service quality, transaction costs, internal institutions, and external institutions to the evaluation of real estate agencies
You, Shu-man; Tseng, Ming-hsun; Lee, Chun-chang - In: International journal of services technology and management 20 (2014) 4/5/6, pp. 290-314
Persistent link: https://www.econbiz.de/10011346957
Cover Image
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre; Fos, Vyacheslav - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Cover Image
Global coordination : weighted voting
Lane, Jan-Erik - In: Brazilian journal of political economy 34 (2014) 1, pp. 72-79
Persistent link: https://www.econbiz.de/10011455328
Cover Image
Dynamic demand for new and used durable goods without physical depreciation : the case of Japanese video games
Ishihara, Masakazu; Ching, Andrew - In: Marketing science : the marketing journal of the … 38 (2019) 3, pp. 392-416
Persistent link: https://www.econbiz.de/10012038396